I love Sandman, and also have the entire series bagged, and the graphic novels (so I don't screw up the comic with my oily and acidy fingers.) David McKean's artwork was so complimentary to Gaiman's story, it was like a watching a masterpiece unfold every time an issue hit the store. The story is intricate, and the plot is as rich as the characters he created. Destiny, was one of my favorites. His look and character were so interesting to me. The series is made of storylines, short stories, but also of a greater tale that really sneaks up on you and begs you to read more. It's really an incredible series. There are seven beings that are not Gods, that existed before humanity dreamed of Gods, that will exist after the last God is dead. There are seven beings that exist because, deep in our hearts, we know that they exist. There are seven beings that are called the Endless. They are, in order of age, Destiny, Death, Dream, Destruction, Desire and Despair, and Delirium, who was once Delight. -Neil Gaiman Neil Gaiman is a genious. His books and short stories are also incredible. If you haven't read Neverwhere, you should. I've actually heard him tell stories in a small bookstore here in Chicago one evening. Was one of the highlights of my literary fandom. Next I want to meet Clive Barker.
Like I said earlier, Neil Gaiman is a genius. So I agree with you. When you read the Kindly Ones, you are just literally blown away, as you see the whole series connecting to this one point. Astounding.
He's really an incredible storyteller in person as well. If you ever get the chance, try to see him. He's really neat. Have you read any of his books?