A couple of years ago, at the behest of exec producer Lisa Henson, comics writer-novelist Neil Gaiman and illustrator Dave McKean holed up in her late father Jim's old London home with the aim of hatching a worthy successor to Henson's preteen fable Labyrinth. They came up with the tale of a circus family riven by mother-daughter friction and untimely illness, where the daughter (Stephanie Leonidas) enters a dangerous dreamworld that may trap her forever. It was up to McKean to turn these flights of fancy into a movie on a $4 million budget made to look, through the magic of CGI, like ''many millions more.'' ''He always surprises, he always astonishes,'' says Gaiman of his collaborator, with whom he's worked since the days before McKean did every cover for Gaiman's seminal Sandman comic book. ''It's always what I asked for [yet] nothing like what I asked for. That's been going on for 20 years.''