Yeah I'm wary of the Judeo-Christian element in Gaiman, too.
Invisibles is probably available on amazon. Check your local library, too - you might be surprised.
Let me tell you about the Invisibles: Grant Morrison sued the Wachowski Bros (or however you spell it), over the Matrix because there is a brief scene in 'the Invisibles' where something called "The Matrix" is described and it is exactly the concept they used in the movie! Now I don't know if Morrison really had a leg to stand on because 1st of all the Matrix is really just Plato's Allegory of the Cave, and 2nd because "The Invisibles" is just idea after idea, theme after theme, and the Matrix aspect was but one page in a 7 volume opus and not really the crux of the story. But imagine if Morrison's tablescraps inspired the movie, how great the entire series is. In the Invisibles, too, characters interact with famous historical figures (in fact ever since Gaiman did that in Sandman a lot of comic writers have done it - Alan Moore "League of Extraordinary Gentlemen").
Another thing I noticed is that comic books sometimes tend to be ahead of the curve in terms of bestseller novels/movies. Case in point Garth Ennis (a Scotsman, if memory serves) wrote a series called "Preacher" and this story centered around Christ's bloodline a la 'Da Vinci Code.' I KNOW Preacher pre-dated the Da Vinci Code. Of course there is a book that pre-dates the DaVinci Code and Preacher and that is "Foucault's Pendulum" by Umberto Eco. Foucault's pendulum is technically fiction but it essentially serves as a comprehensive reference of every secret-society/conspiracy-theory story/legend since the 1100s or whenever all that shit started. Of course NOW everyone knows about the knights Templar, Illuminati, etc. etc. I mean there's specials on the History Channel, but before the DaVinci Code there was Preacher and "Foucault's Pendulum."