Gaiman is an incredibly talented writer, but he made a name for himself by writing about the dark side of a world disturbingly similar to ours. Read American Gods and you will know why.
The characters are incredibly well drawn and three dimensional. You care about the main character and root for him throughout, but most writers can pull that off. What sets Gaiman apart is the richness of all the other characters- not just the secondary characters but everyone in the background.
His real coupe, though, is to end the book with creepiness tempered by a touch of hope.