I've said somewhere before that I hate trilogies/series, but I think that statement may be slightly flawed/biased insofar as I seem to just have trouble remaining interested in the same characters/conflicts/ideas for very long. To wit: I spent the last two weeks on vacation and tried to read Tolstoy's "War and Peace," but had to stop after 1000 of about 1350 pages. It wasn't that it was a bad book; quite the contrary. But I'd plain and simply had enough.
I can think of one case where I've been genuinely interested to read a series in the last five or so years, and that's Jeff VanderMeer's Ambergris Cycle; but each book is pretty considerably different, not just in terms of subject matter (which is only so different, considering it's all about, y'know, Ambergris), but more particularly in terms of form. I know of no other series that makes use of the sentence-fragmenty noir detective flavours of "Finch" alongside the double-memoir double-first-person unreliable narrators/crazy fantasy history tale of "Shriek: An Afterword." That was, suffice to say, enough to bring me on back.
I still feel like a douche for not finishing "War and Peace," though. It seems like something I should have manned up to. Ahem: to which I should have manned up.
Oh, well. You can't fight what keeps you interested, I suppose, and my mood palpably improved when I switched W&P out for Michael Cisco's "The Narrator." Books should, in the final analysis, not make you depressed/guilty.