A book series you wish had gone on longer OR a book series you wish would just freaking end already (or both!)
George R. R. Martin's A Song of Ice and Fire. I talked about the first book, A Game of Thrones, in yesterday's post about the best book I've read in the last 12 months. And it is. Seriously, read this book!
However, as much as I enjoy the series, A Game of Thrones was published in 1996. While I can appreciate that every artist has a different process, Martin is a notoriously slow writer. C'mon, man, just sit down at the computer and work. Finish the freakin' series already!