I've written several series over the years and taken part in even more multi-author series. Writing on my own, there was The Wedding Auction series (6 books) and the Brides of Red Rose (3 books below)
Brides of Red Rose
Lastly, there were numerous continuity series written with other authors with a continuing thread, often a mystery, an impending doom element or other ticking clock factor that wasn't resolved until the series was over. These included Montana Mavericks: Wed in Whitehorn, Lone Star Country Club, Family Secrets, The Fortunes of Texas--Reunion, Maitland Maternity, In a Fairy Tale World..., and The Larkville Legacy.
Now I'm working on a solo series I'll publish in an ebook-only format (although I haven't totally ruled out eventually offering print versions) and which I'm temporarily calling Angel Central. It involves a group of heroes and heroines whose guardian angels are having a bit of trouble carrying out their duties, those angels having unresolved issues of their own that make them not quite ready yet for the big time. I started the first book years ago during a time when angel books were a bit of a fad, then set it aside. Now I'm having fun with it but am admittedly working a bit more slowly than I would like.
Part of that is because I'm conflicted over how inter-related these books are going to be. I keep changing my mind. On the one hand, I like to give readers a satisfying ending when a book is complete. On the other, I think of books like The Hunger Games which just wouldn't have been the same had things been tied up in a tidy knot at the end of the first book. But I do feel that, for me, the main gist of a book has to have a payoff for the reader at the end of that book (think Harry Potter where evil still looms at the end of each book but the immediate crisis is resolved). I once was asked to put a cliffhanger at the end of one of my books. It didn't deal with my hero and heroine, but it still left me with a bad feeling. Surprisingly enough, not one reader ever said anything negative about that ending, and the book, now more than a dozen years old, continues to sell. I'm still not sure how I feel about that cliffhanger.
So how do you feel about series and what are some of your favorites? (As noted above, I like Harry Potter and The Hunger Games, but I also like some of the big family series such as ones written by Mary Balogh and Loretta Chase. And now, of course, Unicorn Western).