I'm really interested by CitOW, love the setting, components and the well-known FFG quality et service.

After reading lots about it (here and in BGG) the general concensus is that the game "sucks" with 3 players but is awesome with 4 players.

How true is this statement?

Other question...is it possible to play a 2 player game where each player controls 2 Gods?

This game is definitely not bad at all with 3 players.  The nature of the game changes significantly, but it is so well-designed that a 3-player game still has good balance for all players.  I've always found 3-player games very interesting, particularly in how I have to adapt to new situations.  Most relieving is a game without Tzeentch, in which case Khorne doesn't necessarily have to start with his Bloodthirster out of fear of Teleport.  I'm a little concerned with what will happen when one of those 3 players is the Horned Rat, but can't say either way until it's released. 

SolennelBern said:

I actually tried this twice with my brother. As with anything two player, making judgments based on the final score does not tell the whole story but he beat me soundly both times, we both felt it wasn't very fun, and the game isn't designed to have two gods work together all game. I know two gods might work together in the normal game for a short period but only one of them can win and they both know that.

I disagree that the game is bad with three. The power dynamic is vastly different depending on who gets left out and the learning curve can be a little jaring but it's still just as good.