[Sirtel]

Depends on the quality of the sequels. I can easily lose interest if the quality of the subsequent books takes a dive downhill. Which it does in most cases, unless each book can stand alone (most mystery series fall into this category, as the OP already mentioned).

Janny Wurts "The Wars of Light and Shadow" comes to mind as well. I was a huge fan of the first book back in 1996, the second and third were ok, the fourth was barely there... and I haven't read the rest, although I've bought them all.

As to "The Wheel of Time", which I'm just re-reading among other things, it's awful to say something like this, but perhaps Jordan's early death was a good thing as far as finishing the series went. Had he not died, who knows how long he would have rambled on. Yes, of course it's not a nice thing to say, but there the fact looms...

Also the Vorkosigan series, which I'm also re-reading. Surprisingly it was very good up to the 8th book (I think?), A Civil Campaign (I mean to include the latter among the good ones). After that it dived downward and I lost interest. IMHO, of course.