Wow. This makes the third time I've read this series from beginning to end, and each time, I fall deeper and deeper under its spell.
First of all, this is the final book in the 10 volume Sandman saga. Although the back of each book says that you can read them in any order, I would recommend that you at least read volume 9 (The Kindly Ones) before attempting to understand what is happening in this one. Better still would be to read the entire 10 volume series from beginning to end. Lots of loose ends are tied up with this book, and you'll find it far more enjoyable if you understand the subtle way that Gaiman connects everything together.
Having said that, I'll say that the chapters in this volume will touch you like nothing else you've ever read. With the Sandman's death in the previous volume, those left behind must find their own path into the future. Indeed, Gaiman seems to use this volume to showcase various opinions about what happens to people after they lose a loved one. And he does this on a grand scale.
Not content to merely use the characters we've grown familiar with in previous volumes, Gaiman takes every person in the entire world (including you, the reader!) into a sadly poignant dream. In this dream, the Sandman has died, and you (and everyone else) are mourners at his wake. People mill about waiting for the service to begin, talking of small and petty things, all the while wondering why they have been summoned to this location. As the wake and funeral unfold, we are treated to a unique view of how Sandman's death affects the acquaintances he has made over the years. We see happiness, sadness, confusion, disbelief, and anger, just like we would see at a real funeral. For me, however, seeing queens of fairieworld, gods and goddesses, witches, and other fantastic characters deal with their grief (or lack thereof) makes for an incredibly touching experience. It's almost as if you come to realize that yes, even the most magical amazing creatures in existence can feel emotion over the death of someone close to them.
In juxtaposition to this scene, Gaiman gives us glimpses of the new Sandman trying to adjust to his new position. He's caught in a difficult situation. On the one hand, he has to take over where his predecessor left off. On the other hand, he has to deal with people and creatures who haven't quite decided to accept him. I found this a great contrast to the funeral scene. Rather than people learning to say goodbye to someone, we see everyone trying to say hello to someone new.
After the funeral, my favorite chapter in the entire series takes place. Hob Gadling and his girlfriend attend a renaissance festival. Long ago, Hob was given eternal life by the Sandman, and over the centuries, the two became friends. So while attending the festival, Hob is given the choice by Sandman's sister to give up his eternal life. Hob thinks about it, realizes that he still wants to live, and says no thanks to the offer. I think I like this chapter because it shows someone who seems to be tired of everything life has to offer, yet who still wants to live, if for no other reason, than to see what comes next.
The final two chapters almost seems like addendums, but they work as closing chapters as well. In their own way, these final two stories are also about endings and goodbyes. The final one, showing Shakespeare putting down his writing pen for good, seems to represent Gaiman, who became involved in a long commitment to write a series of stories, then found he couldn't stop till he had reached the end of the tale.
So, do I recommend this volume of Sandman?
After reading the above, do you really have to ask?