You really should. I loved the whole concept of the book. Good Omens is also another good book by him. It's a much lighter tone but it really is pretty funny. Those are the only 2 from Gaiman that I've read but I have Anasi Boys in my house as I just picked it up from the library the other day.
American Gods is fucking brillaint, yeah +1 here. Strongly reccomend it. Gaiman's really really good. Anansi boys is good but not as good as American Gods, for me. Though that may be because of
Read The Blade Itself recently from Joe Aboercrombie. Interesting book, couple of typical Fantasy style characters but there's one very interesting character. Crippled torturer, enjoyable read and I'll prob continue to series.