I love series! I like seeing the character I love in the following books of a series. A few of my favourites are the Mercy Thompson series by Patricia Briggs, the Kate Daniels series by Ilona Andrews, the psy/ Changeling & Guild Hunter series by Nalini Singh and the Cat & Bones series by Jeaniene Frost.
Sometimes I don't like the second series as much as the first and other times, they're better, but I always try them. Nalini Singh is probably the only author that has 2 series that I love equaly. They are fantastic!
When I read a romance, I expect a HEA. It would be very disappointing to have read about a couple of characters and then find out that they don't end up together.