She's always planned to end it at Z, and worked out a time scheme so that the series would proceed reasonably and reach its end at a credible point in the character's life. (As she said in one interview, "You're never going to have to watch Kinsey Millhone go through menopause.") It's not really a tightly-linked series anyway; there are recurring characters and mild points of characterization that are more enjoyable if you read them all, but they're basically standalone, and each works fine as an introduction if you just want to read a couple. I've always been partial to L, but that's probably just because it was the first one I read.
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