I disagree with your second paragraph - she plays quite an important role in Lakeside, when she defends Shadow from Audrey, and doesn't give him away to police (despite having multiple reasons to report him). I believe it was important for Shadow to see that there are people who trust him and believe him, and in him, which is important at the end of the novel.
I think this passage (and what follows it) from chapter 13 sums it up nicely:
“Who did kill those men?” she asked.
“You wouldn’t believe me if I told you.”
“I would.” She sounded angry now. He wondered if bringing the wine to the dinner had been a wise idea. Life was certainly not a Cabernet right now.
“It’s not easy to believe.”
“I,” she told him, “can believe anything. You have no idea what I can believe.”
By that point Shadow himself already believes everything that is going on (he's already been to House on the Rock), but he had to convince himself so hard, and had to be offered so much evidence, that he thinks others will not believe those things. But Sam does. My understanding is that Shadow is projecting his skepticism on others, to find out that not everyone is as stuck-up as he was.
I found a very nice online article titled "Gender Myths in Neil Gaiman’s American Gods", which postulates that Sam was intended as a counterpart to other female characters in the novel.
Sam is quite different from the other characters (not just female ones) because she is independent, and is able to manage on her own. Shadow helped her go to El Paso, true - but she has been hiking for three years, and could have as well done this on her own.
She has quite a full life - attends a university, casts in bronze, works in a cafe. From all the non-Goddesses present - Aubrey, Laura, Shadow's neighbour - she's the only one who is not in any way petty (haven't cheated on anyone, haven't tried to take revenge on anyone) and is otherwise a very nice human being.
Same article also argues that Sam is portrayed in a very masculine way (e.g. the way she treats Aubrey, her courage when hiking and confronting Shadow, her romantic preferences, etc.) which indicate a departure from portrayal of women in American culture (I can't attest to that, though) - she is neither too masculine nor too feminine.
Sam can also be interpreted as a possible romantic interest for Shadow, as the ending suggests. Obviously he cared about her, and the scene where he comes for her with the flowers can be seen as Shadow finally getting over Laura and starting a new life. Before that, the narration, the events, were largely centered on Shadow; Sam having a life, and a love life, of her own shows Shadow he is not the centre of the universe.
Another online article claims the TV series fixed the most important flaw of the novel - a very shallow portrayal of Laura's character. Compared to Laura, who is supposed to be an important character in the novel, Sam, being only a supporting character, receives an unproportional amount of descriptions.