This is for the Neil Gaiman people first..
It helps a lot if you have read the four Graphic novels that this series is aiming to deliver ...
Even if you have not, be prepared to discover a world thats been thought differently.
Neil Gaiman has waited patiently for this epic to be turned into a movie/serial but i think Warner bros have not pumped in as much money needed to really deliver the Sandman.. However that only means that better versions than this will come along.
The Sandman encompasses so many aspects that are difficult to describe and needs to be experienced... Gods, Demons, Devils, Hell, A hint of Heaven, Desire and despair Personified
This is a story thats like beautiful tree branching out and returning to the main theme in a beautiful way.