Warmly Inscribed is their third book (now I want to read the first two and anything they've written since!). It's all about books. Book collecting, book buying, book browsing, book preservation in repositories, book values and yes, book (autograph) forgeries.
A few years ago I bought a copy of my friend's favorite Arthur C Clarke novel, a book club edition but we both actually like them (we're readers over collectors) which was near mint (I actually couldn't see a flaw in it) that had Sir Arthur's signature. It was not advertised as signed, I didn't pay an exhorbitant amount for it and it had no provenance. The signature looks good, though. I have no idea if it's genuine (under the circumstances I tend to think not), but it made a nice gift and my friend chooses to believe it's genuine. He'd never part with it, so it's a moot point on whether it is from a resale vantage.
Sometimes I kick myself that not all of my Neil Gaiman books are firsts. Good Omens is BCE, though I found a STACK of firsts remaindered back in '96 in San Francisco. (I was going to buy a bunch of them as gifts - and a prospective group read - for the active members of The Fellowship of the Speckled Axe at the time, but didn't get around to it. The Speckled Axe was a book club of friends.) Neverwhere, though ordered well in advance of publication, was a second edition when received (Westfield underordered and had to fill orders with 2nd printings) and I didn't buy a second copy - a first - from A Clean Well-Lighted Place For Books when I had a chance.
Everything else I have of Neil's is a first, though.
I do collect an awful lot (an understatement, I know), but most is based on what I want to read rather than what's an investment.