For a serious discussion of henotheism in the Bible -- what we're talking about here, after all -- please look elsewhere. This is more of a beginner's guide. Something to whet your apetite for the main course.
Leaving aside, for the moment, other historical research that calls into question the beginnings of the world faith known as Christianity, for the very reason that such research will most likely be disregarded by the believer, we're left with only one direction of inquiry:
Is there any Biblical basis for the claim that Christianity/Judaism was once polytheistic rather than monotheistic?
Were there, in other words, any drinking buddies to begin with, to use the rather unfortunate and needlessly controversial phrasing above? Actually, there is very little Biblical evidence. Now, since we're arguing from the Bible here, in terms that believers therefore must accept, you are of course free to hold that this small and largely interpretive bundle of evidence is by design.
Alternatively, if you're of a different stripe, you can demur and suggest that perhaps the text has been expurgated a few times during the several translations and countless edits.
But whatever your underlying beliefs there is, no matter how small, some evidence in The Book. Now, since the King James version of the Bible was good enough for the Apostle Paul - it's good enough for me†.
Psalms 95:3 For the LORD is a great God, and a great King above all gods
There are verses like this strewn throughout the Old Testament - 11 in Psalms alone - a whole cluster of them between Psalm 95 and Psalm 97. The crucial word, of course, is the ultimate plural. One could explain this away by noting the evangelical nature of modern Christianity and ancient Judaism, but this would overlook the fact that it wasn't often the strength of the intellectual cosmogeny argument that convinced people to convert. The winning argument was usually rather more immediate, at least historically.
And so the question remains -- centered around the "all gods" part of that text. Whatever did happen to Yahweh's old drinking buds, in the terms of our inquiry. Where are the modern religions based on veneration of the others? It's an interesting question - even more so because (some) primary evidence for their original existence as a group is still extant in the sacred texts of the two major modern Yahweh faiths.
But, sadly, to answer that question you must go to the same historical sources we've already excluded from our inquiry. There are suggestions that some of the "gods" mentioned -- the "subjects" to King David's "great King" -- were merged. There are other suggestions that Judaism was once henotheistic, and that since Christianity was a "child" of Judaism long after it became strictly monotheistic, that those Biblical texts that have somehow "slipped through" simply reflect that tradition.
Thus, ironically for the believer, the best explanation for those Biblical references to the "drinking buds" comes from a source that the believer, for reasons of doctrine, must reject††.
† Senso informs me, that in a brand new translation of the Bible (the Bayard/Mediaspaul French version), which was painstakingly translated from 6th century Hebrew, Psalms 95:3 reads as follows: "Yes Yhwh is a great God; the great king of all gods" -- so this is not an "artifact" of the KJV as has been suggested.
†† Generalizations, eh?! Can't live with them; can't argue without 'em.