This is my third Gaiman book - though I still would say Neverwhere was a more enjoyable read, I liked the Teutonic mythology in this one.
What I especially enjoyed was the transposition of the teutonic gods onto another landscape, in this case, the landscape of those out of the way tourist attractions and corners of the US that get lost on maps. After all, the transposition of the teutonic pantheon to another story is what my MA thesis was based on - in that case, it was Attansio's use of Woden et al in the Arthurian story. The gods of this text aren't just teutonic - they span almost every belief class (aside from christian for good reasons) - but the main characters are such, and it's the pantheon I'm most familiar with (next to the ubiquitous Greek and Roman ones). The most powerful places in the US, where these gods still exercise some of their influence, are the backrooms and backroads where few travel, and locals (except for the more in-tune ones like Samantha, the Native American character) traverse blindly, not noticing the oddities that are strewn across these out of the way places.
This attention to the corners and out of the way places, both in cities (eg the morgue) and in the country, is astute and I can't help but think that if Gaiman was American, he would've taken these places for granted as everyone else does and the book would be less rich - the description of these places is made through the eyes of someone for whom they were new at one time.
The critical attention to geography is matched by the cultural criticism of the 'new' gods of modernity - the car, beauty (though she comes in and out of fashion), and technology. Their threatened replacement of the old gods is well captured - it is not a wholesale replacement, but a change in paradigm that shifts as people's attention (and worship) moves from the old and to the new.
Great idea for a book and well executed (though it was billed as a 'scary' book, which I didn't get).