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My basic objection to the mega-series, by that I mean a series of books that are one story line that isn't resolved until the last book, is that most of these stories could have been told more effectively in a much shorter series. The classic example is the Wheel of Time series by Jordon. That series ended up at 13 books, yet I would guess after reading all 13 books, that at least half of what was written was simply filler that didn't really add to the story.
To a great extent, many of these authors seem to feel the need to use all the back story they put down. It's kind of the difference between Tolkien's LOTR series verses all the back story that Tolkien wrote down that has been published over the years by his children. Now imagine if all that back story had been put into the LOTR and the Middle Earth series had been expanded to 10 volumes.
Frankly, for most of these long never ending story series, I tend to lose interest over time. BTW, I do differentiate between books that are one long story arc that does not resolve such as the WOT, and series such as Harry Potter and Honor Harrington where there is a long story arc, but each book has a specific story to tell that resolves in that book.
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