For example, ASOIAF is probably my favorite series of all time less because of the characters and actual plot (though those are good too, of course) and more because of the compelling hints towards deeper intrigues in the narrative and setting alike. I want to speculate on secret parentages, piece together clues about Weird Stuff in the worldbuilding, uncover hidden layers to situations/relationships/events/etc. that aren't immediately apparent, and be hooked by questions that I'm hungry to answer. In the same vein, while I have a lukewarm opinion of the Kingkiller Chronicle on the whole, at the same time I couldn't get enough of the books because I wanted to know the answers that were teased and the mysteries which were presented.
Please suggest books or series which make you turn their pages obsessively, not necessarily because of the prose and such, but primarily because you want to find out what's the deal with XYZ elements of the story. I love going online and hearing a hundred different ideas about who secretly sired whom, about which plots and conspiracies may be at play, about what things are more than they seem.
Lastly, and this is very important, I will not be accepting suggestions for series which have been suspended in a bleak, interminable limbo for FOURTEEN YEARS
by tigerofblindjustice