Keeping in mind that Neverwhere was his first book, and I believe, that American Gods is his latest work, it's interesting to see the evolution in his writing. One of the things that left me feeling unfulfilled about Neverwhere was that while the character of Richard ends up coming full circle by the end of the book, we leave the character and the world of Neverwhere without getting to see him come into his own following his choice to return to London Below. His old life resolves in the last chapter of the book yet other things are left hanging or incomplete.
I believe that Richard's obvious attraction to Laima and to Door would be a great starting point to a prologue in Neverwhere or what would be even more satisfying, a second Neverwhere book. In addition, the whole implied prophecy/importance of the Hunter/Warrior mythos that Gaiman hints at with Richard becoming the Warrior persona would also make for a fantastic read given Gaiman's obvious skill.
Who is the Warrior? What is he supposed to achieve? What is the story behind Hunter and Serpentine and is there a correlation to any of the other Seven Sisters and the Warrior? These are all question that I would love to read more about to see where Gaiman would take Richard and the other supporting characters.
In American Gods, (which is a great concept by the way, Kudos to you Mr. Gaiman) Shadow's resolution is much more satisfying to me. Not only does the character come full circle while resolving the main plot of the Novel but he has much more of a detailed coming into his own.
As readers, we're not left as much in the dark about how Shadow begins his new life and thankfully a large amount of what could have been unresolved or unanswered is put together in the final few chapters of the book. The question regarding how much being brought to North America affected the Gods was answered, but only in a satisfactory way for me, during the scene with Greenland's (or was it Iceland's?) version of Shadow's father, Odin.
My only other complaint/observation about these two books is related to the fact that Gaiman gives us so much information, so many incidental characters, that as well as leading to the above observations, the beginning or establishment of story/main plot in these two novels struck me as dry and somewhat overwrought. Too much development in these areas means that some things that might inspire the reader to want "more" or know "more" invariably get left unanswered and unresolved yet could be easily without a second or even third novel.
Neil Gaiman is obviously a wonderful writer who seems to effortlessly turn a phrase and inspire others with his imagination. He's a font of bubbling creativity who's only real fault as a writer that I can see is that he gives us so much he can't help but leave some things unfinished at the end of his books due to the massive quantity of interesting and wondrous characters, settings, and teasers he injects into his storytelling.
If there would be one thing I would ask of him as a reader to an author would be that if he hasn't already (and is sitting on the manuscript) that he finish the tale he started for Richard in Neverwhere. As I mentioned earlier, American Gods ended in a satisfactory way leaving only a little bit of a feeling that there was more to tell there.
As an author Neil Gaiman has matured and fulfilled the promise that was so obvious in Neverwhere. I'm going to look forward to reading more of his books.