From what I've read so far (now working through issue 35) it's good. Maybe not as good as the hype would have you believe, but it will repay your time.
You can probably read the books in any order. Characters seem to dance in and out of the spotlight. For instance, one person has a bit part in The Doll House but a central role in A Game of You.
Dream Country may have misled you because it's not a single narrative. Then again, there seem to be fundamental structural differences among all the books.
Under World. It rocks!The short story collections (Dream Country, Fables & Reflections, World's End) can probably be read in any order, though the last one especially has bits that are important to the whole series-long arc. As for the other collections, you can read the second collection (The Doll's House) without reading the first one (Preludes & Nocturnes). The Doll's House was actually the first Sandman collection published, as the publisher felt the series hadn't yet found its voice in the initial issues, which were only collected later on as Preludes & Nocturnes. (This is why early editions of The Doll's House have a text recap of the events of the first 7 issues.) Season of Mists and A Game of You feature characters that were introduced in Preludes & Nocturnes and The Doll's House, but they work well enough as stand-alone stories. However, the final three story arcs (Brief Lives, Kindly Ones, The Wake) should not be read before you've read everything that precedes them, as they constantly refer to characters and events introduced throughout the whole series.
edited 27th Sep '11 8:59:05 AM by Tuomas
I would advise a newbie to start with one of the Sandman anthology collections (Dream Country, for example), and then start with Volume 1. Volume 1 is actually very dark, and this series varies in tone from one arc to the next. I think an anthology would be a better starting point.
Oh, and Distant Mirrors is also highly recommended. An anthology of Sandman in world history.
edited 26th Oct '11 8:56:34 AM by PennyDreadful

I have been wanting to get into reading comics (mainly graphic novels and possibly shorter series, I don't think I'd like to collect all the little individual issues of like, say, most superhero comics) recently. I bought the third volume, Dream Country, of The Sandman today at a local Books-A-Million that's closing today (they only had the one volume).
Do you guys recommend The Sandman? For reference, I also own Watchmen (love it) and I've read Maus and Batman: The Dark Knight Returns and I liked them. I also liked what I've read of Neil Gaiman's works.
And my second question: is it okay to read this volume before I get my hands on Volumes 1 and 2? From the trope page I got the impression that the order may not be chronological. Am I wrong?
Thanks for your help!
edited 24th Sep '11 3:11:35 PM by PulpFreeBookworm
The baby bat/ Screamed out in fright,/ 'Turn on the dark,/ I'm afraid of the light.'