There's an interview with Dave McKean in the Star Tribune, setting up for Dave and Me Doing Stuff Before An Audience at the Walker in Minneapolis on Jan 11th (Details at http://www.raintaxi.com/readings/). I'm uncomfortable with the "Dave's the less famous one of the Gaiman-McKean partnership" editorial approach -- there are many worlds in which I'm very-famous-artist Dave McKean's less famous collaborator.
The interview's at http://www.startribune.com/384/story/916130.html
I did a quick Google to try and find a few Dave McKean articles pointing this out, and I found this article -- http://www.mpr.org/www/books/titles/gaiman_coraline/mckean.shtml -- at MPR's Talking Volumes. While the article on Dave is actually up on http://www.neilgaiman.com/exclusive/essays/essaysbyneil/ , there's some terrific stuff in the MPR article sidebar -- lots of radio interviews, and the entire Talking Volumes radio special on CORALINE with Katherine Lanpher at the Fitzgerald Theatre.