It was their breakthrough album, after the interesting but transitionary In The Garden. And it may be surpassed in some minds by the next-up Touch; for me, their final album (to date) Peace is the equal of this choice, but (getting to the point) Sweet Dreams (Are Made Of This) is Eurythmics at their most stunning - far warmer than Touch, witty without being clever - confident and positioned, soulful and unafraid.
It has weaker moments, of course, but the whole is definitely greater than the sum of the parts. Go listen!