Mostly because I have started a series, become interested in it, then get let down as it progresses. Let see who comes to mind, shall we say Robert Jordan and Terry Goodkind. A Game of Thrones starts out with a pretty lengthy prologue, and after reading it, I have to say I wasn't all that impressed yet. The main part of the book started out a little slow, and I was asking myself if I truly wanted to invest the time to read it. But as I turned each page, the plot thickened, the pace quickened, and I found myself staying up late into the night just to read one more chapter.
Nothing compares to it.
Not The Wheel of Time, not The Sword of Truth, nothing. The characters are the most realistic and believable I've come across. Martin is so good at making you love the good guys and hating the bad guys, and little vice versa as the story progresses. There are so many twists and turns in the plot, and sub-plots, it's just truly amazing. His world is so simple yet the characters make it complex.