I am looking for a book that I read back in the 90's about a guy who's lost his memory and figures out, eventually, that he's a god and part of the universal battle between good and evil, or maybe chaos and order (no, it's definitely not Chronicles of Amber, although some of the story line is similar). My memory seems to think that he fights as an indestructible flying golden/metal lion or something similar at times. I also seem to remember that he loses his first major battle and has to go off for a long time to heal before he comes back and eventually prevails.
I was thinking it was a story by Roger Zelazny, but I don't see anything in his bibliography that fits exactly. Also, the gods are part of a pantheon — I just can't remember which.