Here's Death's Wikipedia entry:
http://en.wikipedia.org/wiki/Death_(Sandman)
There are spoilers in there for those who haven't read Sandman. She was illustrated by Mike Dringenberg and Malcolm Jones III in the Sandman comics but it looks like she was drawn by Chris Bachalo for her own comic. The one Lucien posted is Mike Dringenberg's (I think).
Edit: I asked Squinky this exact question last week only I hijacked a thread in General to do it.
