I had a hard time finding out why I don't like this book. I think I finally have.
The writing is really good and very entertaining, as are the insights into different people's lives. What I enjoyed most were the chapters with the personal stories of all the gods.
I did not care much about the main story, nor about Shadow. Although most of the book is written from his perspective, I never really got a feeling for him as a character, most of the time it seemed he was just there so somebody could tell the story of the gods. But for this, there are too many chapters focusing on Shadow which are, because of his lack of character, boring. Maybe Americans can relate more to the 'small American town live' chapters and therefore find them less boring.

I would love to read a short story collection of just the gods' tales, because there were great, original ideas in them, told entertainingly.