Let's start with the good: The art. Probably the best art of all of the Sandman series. The writing. Some parts are Neil Gaiman at his best.
The not-so-good: I was quite disappointed by the ending. It's way too abrupt. It feels like one episode or two are missing. In the many notes written by the different people involved in the making of the book (that can be found at the end of the book), Gaiman mentioned that he had to trim some ideas in order to fit the story into six episodes, and unfortunately, you can feel it. The end of episode 5 almost feels like the midway point of the story, even halfway through episode six, it feels far from being over. Then, a couple of pages later, everything is solved and resolved, somehow.