Zooey Deschanel as Death. Hands-down. She has the look and the ethereal quality.
Joanna Canton as Delirium (
http://www.imdb.com/name/nm0134631/). Though these days I bet it would go to one of the Fannings.
Desire is really hard to cast, because you need someone androgynous ENOUGH. I might pick Jackson Rathbone (who was in Twilight, but I've also seen him do good work in other things so you can forgive him Twilight), or even Daniel Radcliffe, who has kind of a feminine face even though he's a dude.
Kathy Bates as Despair.
Liam Neeson as Destiny -- I think he has the gravitas to play that role. It would also be HILARIOUS to see Hugh Laurie do it -- because I love House -- but as a professional actor you KNOW he could pull off the gravitas as well. I just don't see him in the role.
None of the Endless are dark-skinned (ie: Black) in their "natural" forms, though I really think you need a big black guy to play Destruction -- someone like Michael Clarke Duncan. I can't really think of anyone else to play the role who isn't a professional wrestler, and really, I'm sure Hulk Hogan's a nice enough guy but I really don't want to see him in movies anymore.
For Dream, I would accept:
Guy Pearce -- suitably skinny, good actor
Billy Crudup -- he proved he can play that kind of role by doing it as Dr. Manhattan
James Marsters
I also think Dream could go to a relative unknown in the same way that Chris Pine made Captain Kirk his own, but I'd hate to risk it.