There was a time where Dream, Death, etcetera, all of Neil Gaiman's Sandman characters interacted with the wider DC Universe every other day. In the first eight issues of the Sandman, Morpheus already had crossed paths with the likes Mister Miracle, Etrigan the Demon, Doctor Destiny, and Martian Manhunter. Death of the Endless also had a guest appearance in an issue of Cary Bates and Greg Weisman's Captain Atom. I didn't mind.
However, as the Sandman series progressed, the roles of the heroes and villains of the DC Universe became less and less prevalent. Yet again, I didn't mind. The Sandman mythos worked as well independent of the DC Universe as it did within it.
In spite of this, the Sandman brand, while acclaimed and famous, doesn't really sell all that great when not penned by Gaiman. All of the titles in the "Sandman Universe" line sell in the low 10,000s. Not bad for a Vertigo book some might say, but obviously not that impressive compared to how the original Sandman series sold.
I'm wondering if these Vertigo titles, were cut down to one "Sandman" title and brought over to the DC's main line would sell far better? The characters would interact with their superhero peers and participate in the occasional crossover when appropriate. You don't have to get Neil Gaiman to write it, but someone who is generally well known and liked, such as Bill Willingham or Mark Russell. I reckon if this direction was taken, we could have a Sandman franchise title selling 40,000s to 30,000 units.