We are just reading books. My 6.5yo daughter loves the hero and monster stories, and her love of monsters was what gave me the idea to bring home some Greek myths. Right now we are reading (again) "Pegasus" by Marianna Mayer, which tells of Bellerophon, riding on Pegasus, and his battle with the Chimera. We are reading "The Twelve Labors of Hercules" by James Riordan and illustrated by Christina Balit. She illustrated our favorite astronomy books for children, by Jacqueline Mitton, "Zoo in the Sky", "Kingdom of the Sun" and others. Not quite myths, but every page is filled with a short summary of the myth that accompanies each constellation or planet.
Perseus and Medusa stories (including a graphic novel of that name), is not too gory for kids like your son. That myth is available in many books. Theseus and the Minotaur is another classic one that I find many good books on. Odysseus and the Cyclops is another favorite out of the Odyssey, which she found a little dull once we passed that story.
If he likes gore, and doesn't mind straying from Greek myths, I recommend the story of Beowulf. I haven't found one that has truly fabulous illustrations, so I can't recommend any particular one yet. You can wander into the realm of folktales. DD enjoyed a book on Norwegian troll stories, I can't remember which but I'll get back to you on that one.
We are slowly creeping into the Arthurian stories, Gawain and the Green Knight is what started it (monster, of course).
And creeping further away from the Greek, but keeping in line with heros and monsters and battles is the Lord of the Rings and The Hobbit. I read the Hobbit when dd was 5, and at 6 she convinced me to read her LOTR (she is so lucky I'm a Tolkien fan).
There is a website that I've enjoyed, but I'll have to locate it again and get back to you.