Oh, agreed. As I said, he and Gaiman spoiled me when it comes to a big, epic, run on a book. Not that anybody tries the sort of long run with a single storyline that goes for as many years as they did with Wonder Woman and Sandman, respectively.
In retrospect, we should have guessed that Morpheus's treatment of Lyta Trevor-Hall would ultimately be his downfall. She was called the Fury. We should have guessed how Sandman would end, right then. :)