Gaiman put up a blog entry explicitly calling out fair use. In it he talks about the Rowling/RDR Books case, noting that her approach is different from his own in response to 'unauthorized' material that has been put out on him and his writing.

He also notes that his own two first books were at best legally shaky in Fair Use terms - an aggressive lawsuit could easily have shut him down from writing anything more. On the one hand that'd be a shame - Gaiman is popular and has gone on to write many well-respected and awarded books. On the other hand, I'm not sure it's a career path we can depend on a lot of people following.