I discovered the Wheel of Time series at my Library when the first six books were out and I thought that the series was only six books. I was so excited to read the sixth book but about half way through I realized that Jordan couldn't possibly finish the story in the remaining pages of the book
The frustrating thing about reading the rest of the series has been that the books come out 1-2 years apart from each other so I´ve long since forgotten most of what happened in books 2-8. Song of Ice and Fire suffers from this as well, it's to big to remember everything that was going on when 3-4 years pass between reading about a set of characters. Malazen book of the fallen also has this problem but since he often starts with new characters it makes things easier plus those books seem to come out a lot faster.
Sometimes I wonder why I read series that aren't finished, there are many books out there that I could read while the authors finish their series.