There are readers who can be quite content jumping in at book sixteen, figuring they'll catch the rest later if they like this one, and enjoy whatever installment they can pick up when they can. There are readers who must start at book one and proceed in order (with debate over whether story chronology trumps release date if applicable) or mountains will fall, puppies will die and their matinee idol of choice will wake up ugly. Any way we look at it, it's an important aspect of publishing.
Saying "series" seems easy enough; in modern parlance, it can refer to any linked books, but to be more specific, let's consider breaking it down into sub-groups. Sequels, sagas, spin-offs, not to mention prequels.
At the moment, it's easy to find historical romance series that will follow groups of siblings, friends, soldiers or schoolmates, mostly staying within one time period; everyone's around the same age, and about in the same period of their lives.
Every once in a while, there is what I term a direct sequel -- Hero and Heroine from Book One are also Hero and Heroine in Book Two, with new events to test their mettle and their union. We've seen this more in the earlier days of the genre, as in Rosemary Rogers' Steve and Ginny books or Valerie Sherwood's Lovesong trilogy, but Jennifer Roberson's Tiger and Del in her Sword Dancer books had to fight through six volumes for their well-earned HEA. Yes, I know the books were marketed as fantasy, but they're romance, I tell you. For some readers, another trip to the well for a beloved couple is a welcome revisit, but for others, once the original HEA is in place, that's the best way to leave it.
Sagas have long been a historical fan's delight. Bertrice Small's O'Malley clan has covered a few centuries, from matriarch Skye through mentions in the author's contemporary erotic works, crossing with the equally prolific Leslie clan. To bang the old school drum again, Aola Vandergriff's classic Daughters Of... series followed three sisters from the 1850s through 1920s, with lots of marrying and burying in between. While some readers (me, me, me) enjoy seeing a hero and heroine at different stages in their lives, passing on the torch to daughters and sons, and eventually grandchildren, others might prefer not to have to see age change the young lovers who first stole their hearts.
The spin-off may be more common in television, but there's no reason it can't work in historical romance. The hero's friend who didn't get the girl can strike off for a new land, or the new world, be lost at sea, presumed dead, or any other number of reasons he (or she!) might leave First Story Land and begin a new life elsewhere.
Then there's the standalone (a term which has always confused me, but I think that's just me) -- the book with no sequels, prequels, spinoffs, or connections left, right or diagonal. Sometimes a story that ends with one couple's HEA is exactly the right note.
For me, I prefer to write stories that are one to a customer, but if a truly outstanding secondary character had something to do on their own, I'd consider it. Not all supporting characters can support their own stories, command their own spotlight, while some do it quite well.
So, readers, what sorts of connected books do you like best? Least? What about the one-offs? Writers, what's the best thing about crafting connected stories? Hardest? When should a series end? When the original protagonists age? Die? The historical period changes? Something else? Never?