When I read the book, I imagined Mr. Wednesday looking quite different from Ian McShane, the actor who plays him in the TV episodes - more wolf-like, leaner, a tad smoother, suave-like, sort of. McShane to me brings out more of the con man in Wednesday, rather than the grim old god so far (only seen the first episodes).
Still, I very much like McShane in the role, however, I am interested in whether there were any other serious contenders for the role and who they were?
I only was able to find that Nicholas Cage was considered, and from what I have seen of Cage, I would agree that McShane is a far greater fit for the role (and possibly a greater actor, but that is of course, even more open to different opinion).