For the first time I reread the whole series, and while it's a really good comic, I don't think it's great. It got off to an incredible start. Issue 1 is one of the best introductions to a series ever. Then the first story arc continued the greatness as he interacted with the DCU to get his stuff back. The story line involving Nada and the rescue from Hell was also great. There were a few story that were scattered throughout the series that stood out.
But there were some plot issue. Every comic has them, but this series only had one writer, and there was a lot of foreshadowing. Gaiman actually referred to Overture 20 some years before he wrote it. The first problem I saw was the way Dream treated Lyta. Dream has to know something about her at some point, being a descendant of Greek gods can't be that common. The way he just states that he's going to come for her kid could have been handled so much better. It's like he was asking for trouble.
And then there's Loki. After Loki is found out hiding in the castle, Dream kind of leads him away. I don't think we see him again until he and Puck kill Daniel. What motive do they have to kill Daniel? Dream was helping Loki by keeping him hidden. I almost want to say that Dream is orchestrating his own death, but if that was the case he could just go to his sister.
Also I'm not sure what to think of the Endless. Despair died at some point and someone else came Despair? And Destruction quits and it has no effect on reality, so if all the Endless quit wouldn't reality just keep chugging along? And Delirium was once Delight? If she could change so drastically could the others as well? What changed her? How did Despair die? I guess some of this could be addressed in the new series.
The Furies come after Dream since he killed his son. In a sense I can see that the Furies were probably just looking for an excuse to flex their muscles, but they were attacking the dream realm rather than Dream himself. If the dream realm was destroyed would that impact reality? And if that's the case, wouldn't the other Endless have a duty to protect the dream realm and hence reality itself? And why couldn't Death kill the Furies to protect her brother? The way that part of the story ends just feels like a cop-out.
Finally, some of the art, IMO, was awful. Lyta's sitting up in bed and she looks like a character from Total Drama Island. I know that some of the stories had a dreamness to them. That's fine, but the things that take place in the real world should look like the real world.