I have read at least some of the works of Plautus, Virgil, Catullus, Horace, Ovid, and Seneca, mostly in translation. They are certainly worth reading. Each one perhaps for slightly different reasons. The same goes for Roman prose authors like Cicero, Caesar, Livy, Tacitus, Suetonius, and Marcus Aurelius. They raise some interesting philosophical questions, as well as being important pieces of literature, and important in the history of Western culture. I'm not so sure they shed a lot of light on classical theism. Certainly, some of the authors show signs of a belief in an overarching divinity, whether expressed in Platonic or Stoic terms (one might mention Cicero, Virgil, Seneca, and Marcus Aurelius in particular), but I wouldn't say they contributed any like as much to this tradition as the Greeks or Philo or the Church Fathers.

Well, Aurelius was a Stoic and believed in a supreme god, who is the rational order, or logos, of the cosmos. The Stoics, though, to a degree at least saw their god as material (if a subtle and spiritualised matter).