I've got no reason to assume Sam went to hell.
Well the reasons that I would assume that Sam went hell are based on two primary assumption.
Assumption #1, God is the one who decrees who goes to Heaven or Hell (though if Demons are then even more reason that Sam would be in Hell). If God is the one who decides what behavior gets you downstairs then based on what little we know of him (it) he seems to be very Old Testament. Very much you do something that pisses me off then your are damned.
Assumption #2
And so far we know of three things that piss God off, disobedience, Lucifer rising, and Sam using demon breed abilities.
And while most of Sam's early use of demonic powers were not of conscience choice, there are is one time and certainly two attempts (one that perhaps worked). They are in Salvation when Sam has his vision of the YED killing the mother. He actively tries to get inside that vision he actually reconnects to it (3 times I believe) to dig out more details. The first time he ever does this. 2nd time he tries to use telekinesis to stop John/YED in Devil's Trap. 3rd time (and this is not only tries but might have succeeded) in being to connect with Dean when he was in a comatose state. He also encouraged others to use their ability before he died (Vision to Dean). That should be enough with a fire and brimstone God. A God who intent isn't a huge mitigating factor.
This is a being that has Angels actively threatening not to wait for him to die to pass judgment, but to end him now. Thats with him so far being shown to use his powers only for the good of others.
If Demons have a say then two fold. Lucifer would want him for one of two reasons falling to kill in "American Idol". Or if Azazel was working around Lucifer, for being one of Azazel's toy soldiers. In either case, Lucifer should want to see him burn for it.
So far based on what little we know of either entity, there is no real reason that Sam would be chosen for God's grace, nor really even a purgatory status (if their is one in SN's verse).