The stated theme of the book is that gods that have come over from Europe are being forgotten, which will make them die, and new gods of technology and such will take over. There has to be a battle. But we see lies and disagreements at many levels as our protagonist, Shadow, is the Man Friday for one of the main gods. Shadow gets set up to be that assistant, and because of what's done to set him up, he does a lot of things he wouldn't have otherwise. There are some sidetrips that I thought were more relevant than the other folks did -- most of them contributed to other parts of stories -- but don't expect the book to have a solid plot.
ETA: I had the odd experience that every night I read parts that had some sort of link to things in real life. For example, look here for TNH's take on James Arthur Ray's sweatlodge event and you'll see something very similar to the book. I believe this is coincidence, which worries me a bit about the world.