Based on a quick comparison the vast majority of the changes appear to be cosmetic, adding internal dialogue, clarifying the personality and feelings of various characters. The longest additions are barely more than a paragraph in length and seem to have little bearing on the overall plotline.
For example, in the first chapter we have the addition of
“Damn right. Gallows humor. Best kind there is—bang, the worst has
happened. You get a few days for it to sink in, then you’re riding the
cart on your way to do the dance on nothing.”
removal of
even when you’ve been taken off the board...
Shadow was originally left with
two quarters, a penny, and a nickel
Addition of
She [Laura] got kind of mad at me when I was arrested.
Addition of
“You’ll be back. I can see it in your eyes. You’re a fuckup, Shadow. Now, if I had my way, none of you assholes would ever get out. We’d drop you in the hole and forget you.”
Oubliettes, thought Shadow, and he said nothing. It was a survival thing: he didn’t answer back, didn’t say anything about job security for prison guards, debate the nature of repentance, rehabilitation, or rates of recidivism. He didn’t say anything funny or clever, and, to be on the safe side, when he was talking to a prison official, whenever possible, he didn’t say anything at all. Speak when you’re spoken to. Do your own time. Get out. Get home. Have a long hot bath. Tell Laura you love her. Rebuild a life.
addition of
The warden said this with no joy, as if he were intoning a death sentence..
addition of
Shadow showed her his driver’s license. Then he assured her that no
one had given him a bomb to take onto the plane, and she, in return,
gave him a printed boarding pass. Then he passed through the metal
detector while his bag went through the X-ray machine.
addition of
The people had the glazed, beaten look you only see in airports and
prisons. If Hell is other people, thought Shadow, then Purgatory is
airports.
addition of
Then he explained his problem to the gate attendant (calmly, quietly,
politely) and she sent him to a passenger assistance desk, where
Shadow explained that he was on his way home after a long absence and
his wife had just been killed in a road accident, and that it was
vitally important that he went home now. He said nothing about prison.
addition of
to the Budget car rental desk, the only one open,
Etc.
As far as major changes are concerned the only thing of any note appears to be an 800 word appendix in which a fictional Shadow (one more fictional than the one in the rest of the book, obviously) meets Jesus and discusses the nature of worship.
Beyond that there's little more than a 1000 word interview with the author where he answers (briefly) questions like "What’s your favorite coin trick?" and "Did you enjoy making up the con tricks in American Gods?".