Outside of the Sandman series proper, as the dark but sophisticated corner of Karen Berger’s DC Editorial offices became Vertigo Comics, a troop of writers continued the tales of some of the less prominent members of the Neil Gaiman comics, with titles like The Dreaming and Lucifer and Merv Pumpkinhead, Agent of D.R.E.A.M. (Yes, that last one is a real comic, and it was written by Fables scribe Bill Willingham.) But that would all happen after Sandman ended, as a way to sustain the franchise while Neil Gaiman moved on to become a fancy-pants novelist and screenwriter. Gaiman produced a few Sandman-related books in the years after the series concluded, and, of course, he’s slated for a return engagement with the character in the fall of 2013, but, in total, more issues of Sandman spin off comics were written by people named neither Neil nor Gaiman than were produced in the entirety of the initial run of the series.
However, and this is a big however, DC and Vertigo kept their hands off the Endless. That was reportedly part of Gaiman’s deal with DC, perhaps to the extent that he co-owns those characters and no one else can do anything with them without his permission, or maybe just as a way to keep Gaiman happy in the hopes that he would one day return to write the characters and bring a gigantic fanbase along with him. (Which, as it seems, has worked out according to plan, if the online gushing about new Gaiman Sandman issues next year was any indication of the fanbase’s gigantism.)
So Dream, Destiny, Desire, Delirium, Destruction, Despair, and Death…well, maybe not Destiny as he’d been around awhile already, but the others…they are Gaiman’s alone to write, except when he loans them out to others to play with, like he presumably did for Jill Thompson’s Little Endless books or that time Paul Cornell had Lex Luthor face down Death in Action Comics a couple of years back. So the first guy to get a crack at a solo Death story was, of course, Gaiman himself, who wrote the three-issues of Death: The High Cost of Living just in time for it to become the first original series ever released under the Vertigo banner.