I am a HUGE Neil Gaiman fan! I was obsessed with the Sandman series throughout my teen years. And while Dream was certainly one of my favorite characters at the time, his big sister Death really stole the spotlight when she came around.
I would say she has the toughest job of all the Endless (an immortal family, each member embodies a force of nature), as she literally fulfills duties as the harvester of souls. However, she does not find her work depressing or debilitating. Death is always cheerful, energetic, and positive. Don't let that chipper attitude fool you, though, she is ever acutely aware of the gravity of her job.
These comics, among other literature (like the Incarnations of Immortality) gave me a new perspective on death. I don't distraughtly mourn the passing of a loved one as I did when I was younger; I celebrate the life lived and remember them with fondness and a full heart. The sweet Gift of Death is to give Life Meaning.