While modern authors tend to focus on the Orphic cults of the Greeks in order to explain their attachment to theology, Jaeger (nearly 50 years dead) does an excellent job of tracing the lineage of Greek theology, the "approach of God through Logos," as the father of their later philosophical systems. He examines this early period of speculative philosophy and reductive reasoning with absolute ease, illuminating complex (and often historiographical) arguments with plain and concise language.
The book, a collection of lectures given a narrative form by the author, is just about the best study on the subject history has yet to offer. It makes a good companion to his seminal three volume series on Greek paideia as well as to his later work, "Early Christianity and Greek Paideia," which was also derived from his Gifford Lectures.
A quick note to casual students, however: the book was written in the 1940's, when classical scholars presupposed a knowledge of Greek amongst their readers. As a result, the work is peppered with ancient Greek. If you're not familiar with the Greek alphabet, you may want to have a Greek-English dictionary handy. Those with even a casual knowledge of Greek phonetics should do just fine.