(Wow, been quite a while since I was last here. Hello all!)
I loved Good Omens (co-written with Terry Pratchett), and it has slowly become my goal in life to recommend it to everyone I meet haha. I liked what I've read of Stardust, but I got halfway through it when life happened and I haven't gotten back to it yet. Mostly I've read his Sandman stuff, which is a great series in my opinion. I love Gaiman's world-building, and I think he has a great style for writing about fantastical elements. I like the fairy-tale sort of voice he often uses.
I also read a short story he did based on Snow White called Snow, Glass, Apple a while back. It was a sort of Wicked-esque story from the Queen's point of view, except a lot darker. It was pretty interesting.
Anyone seen some of his work in other media? I liked the film he made with Dave McKean called MirrorMask, even if it was a bit flawed. I think there was also a TV version of Neverwhere before he wrote the book, but I don't know much about it.
Personally I really enjoy Sandman, even though I've taken some issue with the art style as well. I've liked the style of some artists that worked on the series, but they change their artists around so often that there've also been styles that bugged me. It's set in a fascinating world, and I really like what Gaiman does with his idea of the 'Endless'. It's a fairly long series, so some parts of it aren't quite as good as others, but it has had some brilliant story archs. Also, whatever the art style of a particular issue, the overall composition tends to flow very well visually, so it isn't usually too bothersome.