The following Atom feeds will alert you whenever something new has been added to the site, in Neil's Journal, and in Where's Neil.
If you do not already have a preferred feed reader, and your browser itself does not include that functionality, you may wish to consult the list of news aggregators on Wikipedia.
WHERE'S NEIL: http://www.neilgaiman.com/where/feed/atom.xml
WHAT'S NEW?: A feed containing notifications and links to everything new on the site! http://www.neilgaiman.com/feed_whatsnew.xml