I rarely read entire series. More often than not I find myself losing interest after a few books. A lot of the series I do read are not yet finished, so I tend to read the new books as they come out and switch between series as books come out.
I've been reading Honor Harrington that way for close to 20 years, and Kris Longknife for about 10 (I think). I'm largely caught up on Jim Butcher and Seanan McGuire, too.
Big fantasy doorstops like Robert Jordan tend to leave me cold these days. I used to read them in sequence, but that series just died for me. (Books felt like they were too long and nothing seemed to be happening so I stopped reading the series).
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