(Last book in the series!)
The Wake is more of an epilogue, or perhaps a series of epilogues. Unfortunately, the last story in this book centered around Shakespeare's The Tempest, which I'm not as familiar with, so I need to go back and read that. That, and A Midsummer Night's Dream. It's interesting to think about the fact that all these Sandman stories were created over several years, and that Gaiman probably didn't know where he was going to end up when he started. Yet they still make for a (mostly) cohesive whole, with a beginning and an ending (of sorts). The character of Morpheus develops in subtle ways throughout the stories, and although he's never the most sympathetic character, by the end you do feel some sympathy for him. Also, the way that Gaiman uses existing myths and legends and stories and weaves them into his own, it makes you feel that Morpheus and the rest of the Endless are something that you should have known about before—that maybe there already were stories about them, and this is just one person's telling. I think it would have been interesting to have read these as they were being published, when the world was first being introduced to these characters—Gaiman definitely changed the face of comic books with this series.