The climax of that book is so bizarre that it makes my head swim. It takes place in my home city, Chattanooga, TN. Why? It's the first thing I'd ask Gaiman if I ever had the chance. On the other hand, he sent two autographed copies of American Gods to my local Barnes & Noble and I got one of them!
I am currently read Chelsea Quinn Yarbro's Path of the Eclipse - so far, it is not as good as the other books I have read by her, but it is still good. It reads like a collection of novellas moreso than one full novel. Paul is right about Blood Games being excellent; I recently finished her book Tempting Fate (which is in the same series) and it was awesome. She really deserves the mainstream success that authors that have followed in her wake have gotten.