I like the Simon & Kirby Sandman. His stories often involved criminals having nightmares about the Sandman chasing them, people turning to crime because they couldn't sleep, prophetic dreams, that sort of thing. He never explicitly had any supernatural traits, but there were hints. And of course, the layouts and action had much more energy and impact than the standard art of that time.
SANDMAN MYSTERY THEATRE was well done, showing Wesley Dodds in the gasmask get-up, aided by Dian Belmont. They had a realistic and non-idealized romance and partnership. He had some relationship with Morpheus and was driven by tormenting dreams to solves crimes. I haven't seen those issues in years, but I remember one story where Dodds goes to a party in the purple-and-gold costume; he was rather pudgy and unheroic looking, and felt dreadfully embarassed by the whole business. Ah well, it's a valid take on the character but I still enjoy the Simon and Kirby stories.