I got this in mp3 format, as part of the Neil Gaiman Rarities Humble Bundle. I am not a big fan of listening to literature and it took me years to get myself to listen to it.
The collection does not contain much material, and even less that was new to me. It is still a fine collection of Gaiman's short creations, but as I already encountered almost all of it, I was hoping for added value coming from Gaiman's narration. While Gaiman is not a big dramatic reader, his soothing voice does fit the material and punctuates the wit, though I can't say it was much more entertaining than reading the thing yourself. On the other hand, The "music" and sound effects combining the things was distracting and redundant. I suppose it was meant to create an atmosphere, but it didn't work for me.
The bottom line is that I'm still not sure there is much added value in this over reading the stories in paper (or on screen). I give it three stars out of five, if only for the novelty (in my eyes).