I'm re-reading the first 20 or so issues, it's been over 20 years since I've seen them...genius. I love the way Gaiman works in all the DCU history, and Morpheus's quest to regain his gear is just awesome. I especially love how the Kirby Sandman is worked in--the scene with Morpheus finally confronting Hector Hall is great, one of my favorite moments in a comic book, ever.
I have vague memories of the Element Girl issue, I remember feeling so sad for her, and can't wait to read it again. This is really, REALLY good stuff, for any who may have never read it.