Asphericity is more common in astronomy than one might think. matt.o is absolutely right that it's often just assumed for simplicity and that the visible part of galaxies generally doesn't take a spherical form (though the dark matter halo is assumed to be spherical in most cases).
Next to the sphere, probably the most common shape in astronomy is the disk. Not only do some galaxies show this form, but we see disks around compact objects (like neutron stars), young stars, and even a planetary disk around our own star. Disks are common because gravity has a tendency to cause clouds of matter to collapse, and with conservation of angular momentum, small initial rotation rates will be amplified. When the rotation rate is large, there is a new symmetry along the axis of rotation that cannot be neglected in the dynamics. In the absence of this rotation, there is no reason the system should prefer any direction and a sphere is the natural shape to take on.
A shape that's often considered when talking about galaxies is the triaxial ellipsoid. The stars of elliptical galaxies are often modeled this way. We're still trying to determine whether or not our own galaxy has a triaxial component.
Although often modeled as spheres, galaxy clusters are actually highly aspherical. Here's the weak lensing map of one such cluster:
http://astro.uchicago.edu/home/web/joffre/comb3266.gif
The reason the mass distribution isn't as spherical as, say, stars, is that it hasn't had nearly enough time to relax into a lowest energy configuration. Larger objects take longer to do so and the universe is still young relative to the relaxation time of a galaxy cluster.
Finally, as you mentioned, there are filamentary structures in the large-scale distribution of matter. One expects this from the Zeldovich approximation of an object collapsing under gravity with negligible rotation. Basically, an object with some random shape initially will tend to collapse along its smallest principal axis first, forming a pancake. Then, it will collapse along its second shortest axis, forming a filament. Part of my thesis project is actually to determine whether the large-scale mass distribution is dominated by filamentary structures or "pancake" structures (also called "walls").