I almost never have that bittersweet feeling about trilogies. I think most trilogies just aren't long enough to get me into that kind of groove. And length can kill it in the other direction, too: I may not read the next of Lawrence Block's Bernie Rhodenbarr series, if there is one, and if the last one was the last one, I won't be particularly sad, because I think he's already done at least one and possibly two or three too many in that series.
It's harder, too, to feel truly melancholy when the author is still writing things, because then I mostly want them to go on to other interesting things. (Sethra Lavode was a bit sad, however, because I knew he was going on to other interesting things anyway, in which case I don't see why I shouldn't get more Paarfi books also. And the answer is still "there are only so many hours in the day," I suppose, and "things had come to their end," so on we go.)
And sometimes the author manages to screw things up badly enough with the ending that I get too mad to notice that the series I liked is almost over. Which is, I suppose, considerate in its way. (I'm thinking of C.S. Lewis and Robin Hobb here -- Robin Hobb with the Assassin/Fool series, since I haven't finished the Ship series yet.)
But when they're dead -- and when the series has not overstayed its welcome -- and when the ending doesn't annoy me enough to distract me -- then I mope.
Mostly. But not today.
Which series have you been sorry to finish?
I'm now reading Edith Pattou's East, which is interesting to me more in its concept than in its execution. I am apparently a sucker for polar bears (see also: Pullman, Philip), but not necessarily for polar bear perspectives: oof.
And poking around my files to see what I've got in here that might sound like fun to write, maybe. The disir are gnawing the corners of my brain; we'll see if they look like fun or just like necessary good work. (They are sticking around for "Singing Them Back," which I owe to elisem from lo these many moons ago.) Maybe I will poke Toni of "MacArthur Station" and "Glass Wind" and the others. She's generally fun to write, even when her life sucks. Possibly especially then.