The following 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 feed aggregators on Wikipedia.
JOURNAL: http://www.neilgaiman.com/feed/journal/
WHERE'S NEIL: http://www.neilgaiman.com/feed/where/
WHAT'S NEW?: http://www.neilgaiman.com/feed/new/