The Audible Original series features a full cast (including James McAvoy as Dream) and covers the early arcs of the comic with high production value.
You can find older or related versions of The Sandman and its mythology on the Internet Archive . Quick Lore Check The.Sand.Man.rar
The series is famously collected into 10 trade paperback volumes. You can often find them for free digitally through library apps like Hoopla or Libby. The Audible Original series features a full cast