The Spinward Fringe Series by Randolph LaLonde is the first thing coming into my mind when I hear open ended series.
You get exactly what you ask for, a SF Universe developing with each part on the authors whim (or plan) with a set cast and enough options to deviate from the main storyarc. Not highest literature but great fun and I delightfully dive into each new book to find out what is happening next.
And by the way, Rothfuss is the most disappointing author of our times at the moment. Starting strong with two wonderful novels and keeping us hanging there, craving for the end.
