You know those shows where the main character is incredibly unlikable but you continue to watch because all the other characters are so great? For me, that is The Sandman. Dream's personality is that of a pouty spoiled 13-year-old goth kid who was told, "We're all out of combat boots." He has been given the responsibility of the dream world, where you can be anyone, do anything, and create whatever you want. Yet in the heart of The Dreaming, he creates a castle to match his personality, dull and lifeless. Whenever possible and usually in a whispery voice *eye roll*, he reminds us how very important and super duper powerful he is by punishing others unnecessarily. If he can't buy any more combat boots then by god everyone will suffer.
On the flip side, they have created a lovely well-rounded supporting cast. Characters that appear in a single episode, like Rosemary, have more depth and leave a larger impression than Dream.
The storylines are interesting and the supporting cast is enjoyable. Would I recommend it? Absolutely. Will I be dressing up as Dream for Halloween? Nope.