There's nothing like losing yourself in a fictional world that an author has created... and knowing that when you finish your book, there's another one waiting for you.  That's one reason why book series have become more and more popular.  Also, best-selling book series usually make for lucrative movies and TV series!  Just ask Lord of the Rings, Harry Potter, Twilight, The Hunger Games, Dexter, True Blood, etc..  (Narnia and The Golden Compass are sad exceptions to the rule.)

Goodreads has a good list of the best book series ever here.  

What's your favorite book series ever?