I have to say Neverwhere. It is the first book I read by him and I am hooked. The book was so imaginative, fun, genius that I can't put it down.
What is it about?
Here is the Plot I taken from Goodreads (which I have not update forever):
When Richard Mayhew stops one day to help a girl he finds bleeding on a London sidewalk, his life is forever altered, for he finds himself propelled into an alternate reality that exists in a subterranean labyrinth of sewer canals and abandoned subway stations. He has fallen through the cracks of reality and has landed somewhere different, somewhere that is Neverwhere.
Why is it my favorite? Because the adventure seems real to me, all of the characters are mysterious, multi layered. I like the way he turned London into an alternate reality that ordinary people don't know about. Where Harrod's can be both a posh shopping venue for the rich to the ordinary or a magical night market to the non-ordinary. Where 'Mind the Gap' is not just you minding the gap. I believe it must be fun to be a writer, trying to turn ordinary things that we barely look into something quite different from what we can ever imagine.
The thing about Neil Gaiman works is that I can't rave about the book too long. I will spout of the same things. Incredibly imaginative, the journey to the ending is so much fun, you will wish the book will never end.
I felt more about this book than any other books by him, which is why it is my favorite.