I'm a long time fan of the Sandman series. I even collected most of The Dreaming spin-off and some of the Sandman Presents books. Those were good, but they didn't do as well for me. I think Morpheus/Daniel's absence from most of the stories just took something away from them. I got rid of most of them recently. They started out with individual stories about the ancillary Sandman characters, and then went on to a longer storyline written by, I believe Alisa Kwitney and Paul Hogan. They're both really good writers. So that's my review in case anyone is interested.
As for the TV series, I'm almost done with it. Only have 3 or 4 episodes to go for season 2. In general, I really liked the series. It kept to most of the story beats of the comics/graphic novel with regard to Morpheus' central narrative. I didn't think they could pull off the whole story in 2 seasons, but I see what they did, they narrowed it down to Morpheus' story. Of course, as fans, we miss out on A Game of You, and the other stories, but, as a whole, it sounds like they hit the finish line.
There was stuff I didn't care for, though, mainly with characters and casting. First, I love Jenna Coleman from Doctor Who and Victoria but, I'm sorry, her Johanna Constantine taking the place of John Constantine just did not work at all for me. Gaiman said there was some legal issue about using the Constantine character, but whatever that was, I wish they would've solved it and hauled in Matt Ryan to do his thing as JC. I had no problem with Coleman playing Johanna Constatine in the past (except maybe she should've been blond).
Second, I know there was a lot of controversy over having Death played by a black actress and the like. I thought the actress did a great job with the character, but the thing is, having Destiny and Death black made them stand out from the rest of the Endless family. I think a solution might be if they had just given all the siblings some white makeup, as they are depicted in the comics as having very white skin. Of course, I imagine that would have raised a lot of issues, as it could be perceived as "white washing" in a way. Anyway, that was wasn't a big deal with me, as it's pretty superficial.
As far as the gender swaps, I was ok with Lucien being played by a woman, but having Lucifer played bya woman just didn't work well for me. Why not use the guy that played Loki? He kind of looked like Billy Idol or Bowie, who was the basis of the original character. Also didn't like Desire being played by a man. The character always looked to me like Peter Max's cover for Duran Duran's Rio. I think they should've gotten a woman to play Desire. Didn't care for that at all.
These are all pretty ticky-tacky things, though. I think the showrunners pulled it off. Kudos to them!