I
loved the SANDMAN issues he did.
Issues 17, 18, and 22-24, if I recall correctly (collected in the DREAM COUNTRY and SEASON OF MISTS trade collections of the series).
The part I enjoyed most about SANDMAN was its attempt to bring all the DC mystery books, and characters who hosted the books, all together into one unified continuity. Alan Moore started to do this in SWAMP THING 21-50, and Neil Gaiman expanded on this in SANDMAN.
And Kelley Jones' art, being very detailed and a bit Wrightson-esque at the time, created a nice visual continuity with the style of the 70's mystery books, that helped to pull it off.
While also simultaneously expanding into a modern style of horror.
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"This Man, This Wonder Boy..." 
