Ok, I know there's a lot of references to VU and Lou Reed in the dialogue and italicized music background, but I was listening to the VU song, "I've Been Set Free" and found a reference to Sandman there. The line goes "The prince of stories who walk right by me". I know the song is before the comics, so I bet Gaiman found a connection here. Also there's also the refrain "I've been set free and I've been bound" which is something that happened to the Dream early on in the plot...any other VU fans out there???