I HAVE TERRIBLE SELF-DISCIPLINE. I get terrible "series fatigue." Even good books can be a chore to finish. I have a mistrust, if not outright disdain for series that are longer than a trilogy (unless the books themselves are rather short, like the Chronicles of Narnia). I am terrific at reading the first book in any given series, but less terrific about finding and finishing the last one, especially as the series gets longer and longer. So I'm going to tweak this one a bit and break it down a bit farther.
Worst Series Finales
Breaking Dawn of Twilight. Do you know what's compelling about a story in which the protagonist(s) get everything they want and no one has to sacrifice a dang thing? Nothing. Also, Bella's baby and the whole imprinting thing are just WRONG and icky on so many levels. Of course, the whole series was sort of...you know...so it might be beating a dead horse to put it on this list at all.
The Last Battle from the Chronicles of Narnia. The series as a whole is incredibly solid, which makes it all the more bewildering when you read this one. Ham-handed allegory, a kamikaze-Sherlock Holmes-esque "I'm never writing more books in this series" ending and a tediously grim plot. No thanks.
Inheritance of the Inheritance series. Not that this series is a stunning literary achievement, but this book pretty much topped off this turd sundae of a series. The protagonist becomes a massive, massive Gary Stu (he discovers, apropos of nothing, that the world is round). Pretentiousness and purple prose become the order of the day. There are chapters in this book called "Lacuna Part the First" and "Lacuna Part the Second." Thesaurus abuse and a predictable plot. Nope nope nope.
Best Series Finales
Iron Knight from "The Iron Fey." I have made no secret of how much I love these books. I'll admit, the fake-out finale chapters from Ash's book thawed my ice-cold heart enough to make me misty-eyed.
The Realm of the Gods from "The Immortals." The final scene with Daine and Numair, while rather innocent, is so full of passion that it's hard not to squee just a little. My ship came in!
Slightly Dangerous from the Bedwyn saga. I don't read many romance novels, but this series was terrific. Napoleonic wars, Waterloo, lost siblings, broken hearts. And finally, the last book delivers a heroine that makes you laugh and whose spirit softens the icy demeanor of the last unmarried Bedwyn. This one might have made me cry, too. If you want to read a decent Historical Romance series, you could do far worse than to start with this one.
Series I Never Finished and Never Intend To
Book Eleventy-four or whatever of "Wheel of Time." Did this series ever end? Is it still going? I honestly lost my ability to continue reading around book three, when the characters never finished an arc and never reunited to sum up the story. It was just one long string of introducing new, horrible people and the ways they abuse one another. YAY. See these reviews for why I'm glad I quit.
"The Iron Elves" series. I appreciate what the author was trying to do with this series, and I feel bad for hating the first book as much as I did, but it tanked so hard that I took both the first book and its sequel (unread) to Goodwill.
Series I Have Started and WILL Finish. Eventually.
Lord of the Rings. Just like getting a head of steam built up before jogging up a steep incline, I have to gird myself to barrel through LOTR. The endless asides, the campfire songs in Elvish, characters who appear to have their entire lineage recounted only to disappear two pages later - it's too much. But I do intend to finish the series someday - after all, I didn't like Austen the first time I read her, either.
Stephen Brust's Vlad Taltos books. Every book in this series is self-contained and even if you read them in publishing order, you're not reading them in the universe's chronological order. There's something liberating about that. Each of them is pretty great, but the series is long. I just haven't gotten around to plowing through all of my omnibus editions.
Any currently-incomplete series that I have loved so far: Grisha, Song of Ice and Fire, Throne of Glasss. It's hard to finish when the books aren't published yet. I will be religiously ordering these as they are released...unless the quality starts to decline.