I can never quite decide if my profound, overwhelming, deep-seated loathing of Tim Hunter as a character is fair. I'm not sure I care, mind you, I'm perfectly content to despise him either way, but it is an interesting puzzle in an academic sense.
Otherwise, I agree with mullon. Plus, it always bothers me a bit when Death actually comes out and names herself as Death. I'm reasonably sure she never did that in SANDMAN, and between that and the whole "everyone meets her twice, once at the end of life and once at the beginning" thing there was always this sort of vague, subtle implication that "Death" really isn't the right name for her, she's something bigger than that, and we only call her that because it's the closest we can come up with or we're not thinking it through. "I have many names" is a weak sort of sop, nothing like the magnificence of her always choosing to identify herself instead by what she does.