I'm not actually very familiar with Neil Gaiman's work as a novelist - the one I've read was "Good Omens" which was written with Terry Pratchett.
Neil Gaiman certainly made his name in comics, though. His "Sandman" comic book series was very popular and award winning - and, for the most part, pretty good (though rushed at the end).
The shorter Sandman stories (collected in:"Fables and Reflections", and "Dream Country"*) I always found to be the most powerful - longer story arcs such as "Season of Mists" were excellent concepts well carried out, but not all the story arcs were that good - I stopped collecting Sandman during the "Kindly Ones", which was the last major story arc - a bad rush job.
It was always unfortunate that the artwork was always pretty simplistic and basic - it really deserved a full and indulgent treatment by Dave McKean.
*Apologies if I get the names wrong - I actually collected most of the series - issues 8, and then 12 onwards...up to halfway through "The Kindly Ones" - so I'm not overly familiar with the actual graphic novel titles)
Another of his comic works to watch out for would be the "Books of Magic" - originally a four-part comic series that is now in graphic novel form. Very good artwork - somehow manages to encapsulate a lot that is gothic, magical, faerie - though I'm not sure if there aren't too many references to characters in the DC comics' universe to be off-putting if not properly familiar with it.
If I remember right, Neil Gaiman also wrote a few other odds and ends in other comic works - I know he had a guest appearance writing an issue of "Hellblazer" (I have issues 1 and 2 of that one
) and Neil Gaiman also guest-wrote an episode of Babylon 5.
Hm...enough of the info dump, I think.
(Btw - as to
Twelve's suggestion - I'm not actually very familiar at all with Manga - my speciality was DC Comics for a while. I've heard good things about Akira, but know very little about it).