I love collections where the author has essentially written the last book first. Then the author knows where he is going and it seems like the series ties together nicely. Jim Butcher's Codex Alera is one of those series for me. Babylon 5 is a great TV example of the same concept.
Where authors like Martin lose me is that they write, seemingly with an end game in mind but not really clear that is going to a specific place, and then they keep on writing. And they think "Hey people love this so now I am going to kill off 90% of the main characters, inventing other new characters, and find new ways of killing them off, and rinse and repeat" so that they can make a ton of money.
Robert Jordan seemed to have headed down that path. I liked the first three or four books and the ones written by the new author but some of the others just screamed filler so I can make more money selling these books.
I get the feeling that Butcher has done the same thing with Dresden. I stopped reading them a few books ago because they had become so formulaic, Dresden learns for post mistakes, big bad guy shows up, Dreden worries about being strong enough, Dresden's friends come in and help booster his confidence/make him push himself to save them/goad him into doing something new, Dresden finds new way to tap into new powers/use old powers in a new way, Dresdne beats new dude and becomes more powerful. This scares the crap out of the council of Wizards. It has gotten old and I really think it is building in a really dangerous way
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