Play songs like,"I'm Your Venus," and maybe the hercules soundtrack. (Cheesy, I know, but I'm just brainstorming here.)
Get shirts in a sorority color (one solid) and buy some glitter paint or something to label each across the chest,"the Goddess [sorority nickname]." Or order them from someplace, if you have the funds.
Give each new member a photoalbum, each personalized with decorative designs and such, with the title "Welcome to the Pantheon, [NM name here]!"
Grapes. Lots of grapes.
That's all I can think of right now but I'm sure you'll have other suggestions. ^_^ Good luck!