The sense of Harper Lee's sentence is something like this:
It would have been more accurate for me to say "built in spite of them" than "built around them."
The shorter form that she actually uses is coherent and error-free, although her intent might have been more obvious if (as ChrisW suggests) she had put quotation marks around "built in spite of them" or if (as Edwin Ashworth comments) she had italicized those words. But the deeper oddness of the sentence is that author says one thing and then immediately goes back (as it were) and critiques her own wording instead of altering that original wording. If the second wording is better, why didn't Lee just revise the first sentence to say "Another courthouse was built in spite of them"?
The answer is that the first wording is necessary to convey the idea of where and on what basis the new courthouse was built; the second sentence suggests that the surviving pillars made the design and building of the new courthouse harder, not easier—but without the earlier sentence it would have seemed bizarre to claim the old pillars had any complicating influence on the construction of the new courthouse.
So the sentence "It is better to say, built in spite of them" follows a rather perfunctory account of how and where the new courthouse was built with an allusion to the difficulty of building the new structure around the remains of the old. That sly Harper Lee may even have been using the courthouse as a neat little symbol of the puzzle the South has faced for generations (and not least in the mid-20th century when this book was written) of how to build an up-to-date society that incorporates certain incompatible and problematic remnants of its past.
With regard to Lee's choice of punctuation in this instance, guideline 11.47 in The Chicago Manual of Style, Fifteenth Edition (2003) seems relevant:
11.47 Unspoken discourse. Thought, imagined dialogue, and other interior discourse may be enclosed in quotation marks or not, according to context or the writer's preference.
[Example] "I don't care if we have offended Morgenstern," thought Vera. "Besides," she told herself, "they're all fools."
[Example] Why, we wondered, did we choose this route?
As for the use of a comma after say in her sentence, it follows from the standard rule to precede a short quotation with a comma. Chicago at 6.53 lays out this guideline:
6.53 Comma with quoted material. Quoted material, if brief, is usually introduced by a comma; if longer, by a colon [cross references omitted]. If a quotation is introduced by that, whether, or a similar conjunction, no comma is needed.
[Example] It was Emerson who wrote, "Blessed are those who have no talent!"
[Example] She replied, "I hope you are not referring to me."
In combination, guidelines 11.47 (quotation-like interior discourse represented without quotation marks) and 6.53 (comma after a verb introducing a quotation) seem to endorse Lee's handling of her sentence. Other style guides may differ, of course, and undoubtedly do on certain points.