It might help if you could provide some of your preferences, but here are some good stand-alone or very short (and complete) series that I have enjoyed:
The Great North Road by Peter F. Hamilton
Seveneves by Neal Stephenson
11/22/63 by Stephen King (contemporary but definitely a sci-fi or fantasy concept)
American Gods by Neil Gaiman
1Q84 by Haruki Murakami
A couple two-book series that are really just one long story each:
Hyperion, Fall of Hyperion by Dan Simmons
Pandora's Star, Judas Unchained by Peter F. Hamilton
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