Caesar is an enemy who seems like a friend. Effie is a friend who looks for all the world like an enemy. One look at that Purple People Eater number she's wearing and we know whose side she apparently serves. At first glance, we wouldn't trust Effie any farther than we could throw her, even if she switched into a more aerodynamic dress.
Certainly, she seems that way in the beginning, when she puts on the Capitol's biggest, phoniest smile in an attempt to cheer up the crowd who gets to sacrifice one of their kids to the beast.
EFFIE: Welcome! Welcome, welcome. Happy Hunger Games, and may the odds be ever in your favor. Now, before we begin, we have a very special film brought to you all the way from the Capitol.
It's every cliché about the Capitol writ large: she's shallow, preening, and trying really hard to get a conquered people to enjoy their enslavement. She even embodies the hypocrisy of the Capitol, which puts a lot of value on decorum and very little on, you know, setting children loose to slaughter each other.
EFFIE: How about it's just bad manners, Cinna? How about THAT?
But at the same time, there's something quietly vulnerable about Effie, and as it turns out, she has Katniss's best interests in mind more than you might think. Listen to her try to help Katniss and Peeta look on the bright side as they sit on the luxury train taking them to the capital:
EFFIE: I think it's one of the wonderful things about this opportunity, that even though you're here and even though it's just for a little while, you get to enjoy all of this.
Clueless, but an attempt.
That continues as she tries to help Katniss make a good presentation in the Capitol, perhaps even earning Katniss some sponsors that can contribute life-saving supplies in the Games themselves. In that sense, Effie's actually quite valuable to Katniss. Her put-a-happy-face-on-everything approach may clash with Katniss's instinctive willingness to stick it to the Man, but it also helps Katniss to make an impression so that the Capitol can't help but sit up and take notice.
To accomplish all that, you need a social butterfly second to none. And as the saga goes on (Spoiler Alert) Effie goes from being a flighty little twit to someone Katniss can depend upon in the most surprising ways. At this point, we see her aligning very quietly with Katniss and Peeta. While her talents may seem frivolous, they do a lot to help the Tributes navigate their way through the dangerous days leading up to the Games.