I really liked that series. The writing is superb, and as RJ said there wasn't too much fluff, and it didn't get too preachy. I'd recommend it. I'm a big Brian K. Vaughan fan.
Can't go wrong with the Sandman. Neil Gaiman's stories are worth re-reading again and again. He created a wonderful universe.
Someone just lent me the first TPB of the Mice Templar. Anyone ever read any of that series?