The Sandman Chronicles: the apex of graphic fantasy?

[DogMagic]

Neil Gaiman's The Sandman Chronicles are, without a doubt, one of my all-time favorite graphic novel series. Utilizing dozens of artists with jarringly different styles, these books flawlessly mesh mythology, fairy tales, Shakespeare, children's stories, history, horror, and contemporary ideological conflicts. Also, the stories are freakishly fun and challenging, and I love all the characters: especially the ones I hate.
Now for my real purpose: do you like them too? If so, what is your favorite arc, character, sub-story, or Endless, and why? If you are not a fan, what are your issues with the series, and what would you recommend instead and why?