I'll list some of my favorites below (with links to reviews). If anyone reading this blog would like to add a few feel free to comment below.
1, George O'Connor's Pantheon series of graphic novels (published by First Second) includes books about Zues, Hera, Athena, Hades, Hades, Poseidon, Aphrodite, and more on the way. They are well researched, sneak in a fair amount of history and literature, (along with some humor) and are a blast to read.
While I am on the topic of classics, Christopher Paul Curtis's Bud, Not Buddy is perfect for fourth and fifth grade and is a good way to broach the topic of race.