As a story arc, Season of Mists was my favourite - but it has to be said, Neil's command of one-issue stories was brilliant - quite possibly the best Sandman stories were those single issues - they really captured something of the sense of storytelling.
I *think* therefore that falls into Dream Country and Fables and Reflections - if so, definitely recommended. And the Misummer Night's Dream issue in Dream country is priceless.
