I try to avoid series, like the plague.
I think long, seemingly never-ending voluminous tomes are, well, troublesome.
It sometimes seems to me that contemporary authors have forgotten how to tell a concise story, with tight plotting, brevity and concrete language, and so they just kind ramble on, and on, and on.
I will always take a single volume story.
I do like books with recurring characters that can be read as stand alone volumes. Like the Stainless Steel Rat books. Each short book is a self-contained story. You can read one, or all, whatever you choose you'll get the same out of it.
The only two long series I've ever started, and finished are The Dark Tower series and the Elric Saga. Although, now with Elric, I see that Moorcock has continued the albino's journeys. I don't know why. But even a lot of the Elric stuff can be read as smaller, self-contained narratives. I really like the DT books, but even they were too long. I like King in general, but damn his books are too freaking long.
This is why I am so drawn to classic science fiction. I love those short, tightly plotted books.