I often wonder if the experience of watching a TV episode based on ancient myth is similar to the experience of watching a tragic play in ancient Greece. They're based on old stories with which many of us are very familiar, so we have some idea what to expect - though in this case, Supernatural doesn't assume too much knowledge on its viewers' parts. Anyone with a working knowledge of Greek mythology knows what's going on as soon as the credits roll and we see an eagle eating the unfortunate "Shane"'s liver before "Shane" miraculously comes back to life, so sitting through the first act, in which the characters are trying to work out what's happening, can be little frustrating - Greek tragedies tend to avoid this by explaining to the audience exactly where we are in the story and then getting on with it. But still, this section isn't dragged out for too long and as the episode develops, we get into a re-telling of Greek mythology that, just like ancient tragedy, contains some familiar elements and some new ones.
In Greek myth, Prometheus stole fire from the gods to give to mankind (among other things - he tricked Zeus into accepting the useless parts of sacrifices too) and was punished by being chained to a rock and having his liver eaten by an eagle every day. I liked that this episode took up (one of) the ancient explanation(s) for Prometheus' punishment and wove it into the world of the show. Fire has always been the boys' primary weapon on Supernatural, so the sympathy and gratitude they felt towards Prometheus added some nice depth to the story. The exact nature of Prometheus' punishment was changed to fit better with the themes of the show - in myth, it's the experience and pain of having his liver eaten every day that is Prometheus' punishment, because he can't die at all no matter what. Here, this was changed to have him 'experience death' every day and then come back, so that Prometheus' experiences fit more closely with those of the protagonists, both of whom have died and come back on countless occasions and who are concerned it's about to happen again to Sam (though pedantically, I feel the need to observe Dean has actually died a lot more often than Sam, since he died every day for months in 'Mystery Spot', and he was actually killed before going to Hell, whereas Sam was dragged in, body and all. But I digress).
The main change from Greek myth I didn't like so much was the resolution, in which it was revealed that Artemis had an affair with Prometheus. Generally speaking, I liked Artemis, who was very cool in all her black leather with her fancy bow, and correctly identified as the goddess of hunters and therefore the one who would be Sam and Dean's patron goddess if Dean didn't pray to his best friend the angel (that was adorable, by the way) and Sam wasn't a possibly-lapsed-by-now Christian.
However, the addition of an affair between her and Prometheus bothered me for a couple of reasons. One is that one of Artemis' defining attributes is that she is a virgin. Obviously, I do not agree with the ancient Greeks that a woman can only take on a 'masculine' role (hunting in Artemis' case, warfare in Athena's) if she is a virgin (and, therefore, not a mother - ancient contraception wasn't up to much). But, whether we like it or not, it was one of her defining traits (plus this show has a habit of scoffing at virgins which is mildly irritating). That's not the main reason I dislike this change though. What really bothers me is that the goddess of hunting is completely turned around, to the point of killing her own father, because she has a thing for a guy. I'm probably being overly harsh - normally I like stories about the redeeming power of love (any kind of love). But it bothered me, probably because the only two women in the episode were entirely defined by their relationships with men, and the other one was pretty stupid to boot. How very ancient Greek.
At least the scene in which Sam throws out a bunch of wild educated guesses (who blabbed? Homer? Hesiod? Herodotus?) is pretty funny, largely thanks to Dean's fantastic facial expressions throughout. And we come back to the mythology as everything comes together and Sam, by motivating Artemis, 'frees' Prometheus (by inadvertently getting him killed) and his son (who speaks for the first time at the end of the episode) from the curse. In mythology, it was Hercules who freed Prometheus from his chains, and the show has already specifically pointed out that Sam is currently playing the role of Hercules, taking on a series of trials (only three though, what a wuss) including killing a hell-hound (at least it didn't have three heads - though, to be pedantic once again, Hercules captured Cerberus, he didn't kill him).
Supernatural episodes about pagan gods have varied in tone and theme depending on the nature of the episode (I'm especially fond of the cheery Christmas murderer-gods in 'A Very Supernatural Christmas'). This one, appropriately enough, had a melancholy, tragic tone to it that is found in few of the others. 'Defending Your Life' started to bring more of a sense of personal tragedy to these episodes, but it didn't quite have the pathos of this episode, which ends with the touchingly ironic image of Prometheus' body being burned with the fire he brought mankind. There's a lot of Greek tragedy in the DNA of Supernatural - it's frequently unremittingly depressing, for a start - but this episode brought that to the forefront in a particularly interesting way.