Actually, I added American Gods right off the bat.
But again, Mouse, what are the criteria here? Did
The Magic of Recluse go from being a good read to a bad one when Modessit decided to do sequels?
Where I'd second you valiantly is in the idea that a writer starts out saying "This is a trilogy", and then it hits nine or ten books without actually finishing the story. This is different even from the "This is a trilogy, and then it's done, and then people want me to write more, so I come up with a new enemy and write a new trilogy", like Eddings did with The Belgariad/Mallorean and with... the ones with Sparhawk, whatever they were.
I guess I differ in that I'm fine reading series, as long as the series is either a) built in a way that it's obviously supposed to be open-ended, like Pratchett, b) focused on a goal that it accomplishes in the number of books the author said it would take, or c) the kind of series that I can stop reading any time. I lump Pratchett into (a), Eddings into (b), and Modessit into (c). Martin is not on my happy list, since he can't seem to get his book finished, and he's expanding the number of books just like Jordan did. (I know, trying not to hijack topics here... it seems like every few months there's a flamewar when somebody suggests that cranking out a novel in five years should not be a problem.)
I enjoyed
Lion's Blood, although it's alternate history, not fantasy, and it now has a sequel on the way. I still consider it stand-alone, though, since it was originally intended to be so, and works as such (uh, I think).
For fantasy in the not-fantasy section, try anything by Christopher Moore, but particularly
Coyote Blue and
Bloodsucking Fiends, both of which are stand-alone novels I enjoyed hugely.
And I'll reiterate Emma Bull's
Finder, which I mentioned before sans author. You might be able to find it in a used bookstore -- a fantasy mystery pulp noir... thing. It worked for me a lot.