Sandman is a tale that takes place within the DC comics universe of Batman, Superman, Constantine, etc, but it isn't a superhero tale. It's a tale of the Endless - seven eternal siblings who are personifications of the core aspects of our reality: Destiny, Death, Dream, Desire, Despair, Delirium, and their brother who left his post. It's the tale of Morpheus, aka Dream, aka the Sandman. The core of this epic story is the idea that eventually a person has to change, or die... and it's about Morpheus' coming to that realization and making a decision.
Written by Neil Gaiman, it is one of the best things I have ever read.