WTF is wrong with all of you? you send the man to go and get DKR, TLH and DV, but leave of Frank Miller's outstanding Year One?!?!? how did no-one catch that one?
and in the off chance nobody's come up with it yet(and even if they have, it bears repeating) go get any Sandman book you can get your hands on(though you really shouldn't start with Kindly Ones or The Wake, as they really don't work as well unless you've read at least one or two of the earlier volumes). and for the true die-hard, DC's new Absolute line of books are excellent. these things are the Criterion Collection of comic books, featuring re-done colorations, oversized pages, hard-back binding and high-quality paper stock. they're expensive, but well worth it if you apreciate the medium.