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There's a difference between ongoing series which has more or less standalone novels set in the same setting and with some of the same characters versus the trilogy (or however many volumes) which is one big story split up into several volumes. Eg The Lord of the Rings is a single story which was originally written as six volumes, but is usually published in three volumes. The Hobbit and a lot of his other works are part of the Middle Earth series, but are separate stories and you don't need to read all of them to complete any given story, whereas you do need to read all 3/6 volumes of TLOTR to finish the story.
I haven't got the discipline to not start trilogies, although having been burnt several times I try to only start with reliable authors (yes, there are several around). If it's a new author I'm unlikely to be buying anyway - I usually discover new authors through the library and then if I like it enough I will buy my own copy to re-read.
The main ones that have burnt me:
Melanie Rawn - Exiles - I check back at the site occasionally but it doesn't look like it will ever be written.
Isobelle Carmody - Obernewtyn -the first book came out in 1987 and the final (sixth) book is yet to be written.
I started WoT and ASoIaF but neither held my interest for long, thank goodness!
There's a few others that I started as a kid (borrowed from library) and was never able to find the rest of the series, although that's not the author's fault. One trilogy I found book 3 in a 2nd hand bookshop a decade or so later just by chance, but I'm sorry to say that on re-reading the story didn't live up to my memories of it.
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