Well, I kind of had a bad luck with authors.
My first big (and favourite) fantasy series was Wheel of Time, and author died before the last book (silver lining: when Sanderson finished the series, I got introduced to him). Also started A Song of Ice and Fire and well, we all know how that went. That is when I decided I should wait for series to complete. Which is also why I haven't read Wise Man's Fear yet, used to follow Rothfuss' blog and heard great things about it, but wanted him to finish the series.