I've finished Sandman, and have all the available Starman trades, and I honestly enjoy Starman more myself. The characters have grown on me more there. Morpheous was so distant in all his stories that I never got a good feel for him, so I when the end came for the series I wasn't that let down. In the end I think I bought all the books just to complete the set more so than because I enjoyed the story.
Starman though I can't wait for the finish!