Neverwhere is a personal favourite of mine.
I first was introduced to it when the 1996 miniseries aired in the UK< an adaptation which is still a favourite , actually while the 2013 radio play wasn't bad, imho the miniseries worked rather better, mostly because much of the book was written at the same time that Gaiman wrote the series, so a lot of the moments, actors and reactions worked the same way.
it actually is sort of a half way house between novelisation, and adaptation.
Myself, I actually liked the way Richard developed as a character, starting out as a typical corporate cog, dominated by his beautiful, but very bitchy girlfriend, and then after actually doing the unthinkable and offering help to a homeless person in trouble, he winds up involved with something he just is totally unprepared for, then rises to a lot of challenges (what he goes through to get the key is pretty horrible), and finally goes home, only to realise that going home was just not what he wanted.
Personally the hole thing with Anaesthesia worked for me, since it just shows how dam harsh this world that Richard has stumbled into really is.
The point when the Marquis says to Richard "If you make it through the first day, you might survive as long as a month," is actually almost a true representation of just how dangerous the world of London below is, for people who don't really know the rules or where to go.
It's really a perfect hero story, there's not much else to say, oh, and I never think of the gap under underground trains quite the same way again .
My favourite character is probably the Marquis decarabas, who is just so dam awesome, and also has a totally unexpected plot, but quite honestly, there is little to think of that is negative about neverwhere, and no characters I thought were superfluous.
obviously, there is a lot unanswered, what the debt was the Marquis Owed door's family, Whether Door's sister is actually alive or not, who croop and vandamar really are etc, but that's just the mark of a good fantasy, it's a complex dark world and we always get there is more under the surface.
Btw, there is a story which serves as a coda of sorts. "how the marquis got his coat back", which shows a bit more of London below including the Elephant of Elephant and castle, and the shepherds of shepherds bush.
Door and Richard make brief appearences, but it's mainly a Marquis story, which is why it featured in the collection Rogues, edited by George R R Martin, though I believe it's also available as a single story edition as well.
Gaiman has said a novel length sequel entitled the seven sisters is planned, and apparently he's even writing it, which would be all sorts of awesome!
With our dreaming and singing, Ceaseless and sorrowless we! The glory about us clinging Of the glorious futures we see,
Our souls with high music ringing; O men! It must ever be
That we dwell in our dreaming and singing, A little apart from ye. (Arthur O'Shaughnessy 1873.)