Love, love his stuff. Besides his novels, he's an excellent short story teller.
American Gods is my favorite of his novels, and I think it's his best novel. The whole premise of various gods dwelling in America, competing for the American psyche, it was just brilliant. I wasn't really familiar with Norse mythology, and I tend to go on research binges sometimes, so it was neat to learn a bit about the mythology behind Shadow and his family.
Shadow's story continues in Gaiman's short story, Monarch of the Glen. It's in the Tor fantasy anthology Legends II, and also Fragile Things.
Check out Smoke and Mirrors. It's a collection of his short stories, and they're just excellent.
Finished reading the Graveyard Book a little while ago. I love his creeping, malicious villains. I would have liked more of the under world and Ms. Lupescu.
Apparently the Graveyard Book has been optioned for a movie, to be directed by the guy who did the Crying Game , Interview With the Vampire and Michael Collins.
Curious to know what you mean by consistencies among stories that might show up. Are you saying he has themes that consistently show up in different stories?