Cu Chulainn may seem unstoppable, but he has his weaknesses. He has a lot of trouble with ranged enemies that can keep their distance. Using a god that has longer-ranged abilities and basic attacks will frustrate Cu Chulainn. Using crowd control on him will also keep him at bay. If you keep him away from multiple enemies or minions, Cu Chulainn has a hard time building up rage to transform.  Then, just run away while he is berserk and wait for it to end. Coordinating with your team and keeping him away is the best counter to Cu Chulainn