I decided to concentrate on reading one graphic novel series at a time, rather than mix them, so I went with Sandman for the time being.
The second trade paperback, The Doll's House, opens with two men in the African desert, a young man undergoing a transitional ritual where the older man passes down an apocryphal story, centered on dreams and a heart made of glass. This story echoes through the rest of the book.
Rose Walker visits her grandmother, Unity, the famous "Sleeping Beauty", before returning to the US to search for her little brother, who has gone missing. Interspersed are the stories of three dreams who escaped the Dreaming while Morpheus was incarcerated, particularly the horrifying Corinthian, and the residents of the boardinghouse Rose inhabits. There is also a disturbance in the Dreaming - a dream vortex - centered on a person and it is Morpheus's job as the Dream Lord to eliminate the threat.
I really enjoy the level of creativity and intertextuality Gaiman displays in the Sandman series. The serial killer conference sequence was amazingly creepy. I'm also starting to enjoy how Gaiman is willing to leave plot threads hanging for future issues rather than tie up every, sincle arc in a neat little bow.