Returning to previously introduced characters, this stories revolves around the dream world of Barbie, into which all people who live in her house are thrown. Maybe not one of the strongest, but still a really good volume (with really great LGBTQ presentation for its time).
A Game of You, the 5th volume in the Sandman series, is my favorite so far. One thing I've noticed Gaiman is very good at is picking up little threads he dropped in previous stories and building on them (this was one of my favorite things about Buffy; there's nothing more rewarding for a viewer/reader than a story that doesn't forget its past). The most notable one that gets picked up in this volume is the main character, Barbie, who was a minor character in The Doll's House. In that volume, we were introduced to her dream world very briefly, and I was surprised (and pleased) to see it turned into something bigger and darker.
I've also noticed by this point that the story doesn't suffer when Morpheus takes a back seat to the action. Gaiman is skilled enough to provide a compelling cast instead of just relying on one strong character with an entourage of half-developed sidekicks.