The first series that jumped to mind when I saw this was the Ranger's Apprentice series. I absolutely adore the books, but I really do wish that it had stopped after the tenth or eleventh one. The tenth book was my favourite, and so I wouldn't have minded it being ended there on a good note, but I did appreciate the eleventh book (which was a collection of short stories about the character's lives after the tenth book) all the same. On the other hand, the twelfth book was a bit too far for me, it felt really disconnected to the rest of the series and I just didn't enjoy it as much as the other books. Plus, ending with the cute collection of stories would have been perfectly fine!
Although it's not exactly a typical series, I quite liked the way Dan Brown wrote the Robert Langdon series (Angels & Demons, The Da Vinci Code, The Lost Symbol, Inferno). I didn't read the books in order, but that didn't matter because the books all have independent plots, with the only real links between the books being a few small references by the central main character - Robert Langdon. This series could go on for many more books and I probably wouldn't be disappointed at all. Regardless of the books having stand alone plots, I still want to find out what happens next in Robert Langdon's life - I live for the codes and symbolism that he spends his time decrypting in order to solve his latest mystery.
All in all, I think that most sequels are great, and keep me interested in the storyline, but there are times when the author needs to realise that enough is enough and it's just not going to be as exciting for the reader to keep reading. I also think J.K.Rowling handled this really well