First, my current favorite author is also Neil Gaiman. I'm reading his book of short stories now, have read everything else he has written (incluing the comics), the man is fantastic.
As for a fantasy series, I bought the following after very strong recommendations on these boards:
Steven Erikson's Mazlazan Book of the Fallen series: Gardens of the Moon, Deadhouse Gates, Memories of Ice.
I have not finished them yet, but they seem quite good. I believe they are available on Amazon's UK site, and may not be well available yet in the US in local book stores (I think they are limited availablility in the US right now, but I suspect they will take off and become widely available soon).