The Sandman, Vol. 1: Preludes & Nocturnes

I love that this series (and by extension, Neil Gaiman) was given a chance by DC, because it is incredibly unique even though in these first issues, one definitely gets the sense that the Sandman (both the series and the character himself) is struggling to find his/its identity in the world of DC comics. Rather than scrap the idea and focus on more established story lines, editor Karen Berger realized Gaiman's potential and gave him time to develop this story in to its now legendary status.
I didn't really see how this series became so famous based on this collection until the last (8th) issue, when the character himself sort of reflects back on what's been happening, and tries to find his identity. The introspective and existential nature of that story shows that this collection is not afraid to play at being philisophical, deep and truly edgy.
On a more personal note, even though I felt some of the first few issues were a bit shallow and confused, I enjoyed how much they leaned on Alan Moore's Swamp Thing Saga which I had read just before these. I knew that Gaiman was a fan of Moore, but I didn't realize until the introduction in this that he actually tried to pitch stories for Moore's Swamp thing. Characters from those stories were very prominent (John Constantine, Ertigan the demon, Cane and Able) and I loved the way they were incorporated, even though Sandman's over all quest to retrieve his tools did not entirely appeal to me.
In that way, I enjoyed all the stories quite a lot, but was left hoping for more up until that last issue. Now I can rest assured that it will only get better in the next volume.