The Dream Hunters is a personal favorite of mine. It tells the story of a fox who falls in love with a Buddhist monk. Foxes are shapeshifters in Japanese lore, so the fox becomes a beautiful woman and tries to trick the monk. The store cascades from there, using dragons, demons, kings and the dream world to weave a wonderful tale of love and sacrifice. There are two versions of this book - one has text and illustrations and the other is a comic adaptation. Both are excellent.
American Gods is probably Gaiman's most well-known novel. The main character is named Shadow, and he is as mysterious and dark as his name. The book starts with Shadow getting out of prison, learning that his wife has died, and taking a job as a bodyguard for a con man calling himself Mr. Wednesday. They travel across America visiting Wednesday's colleagues. The fundamental reality of their world includes the fact that gods exist because people believe in them. There are many, many gods in this book from many, many pantheons. It's delightful to try to figure out who they all are as you are reading the book. Wednesday and Shadow try to rally the old gods to fight the new gods.
American Gods is a very complex book, but it is only as complex as your interest in it makes it. You can read the book without looking up the histories of the various gods encountered, or try to figure out who characters really are while they pretend to be something different.