Paranormal Series and the 'Freshman Blues'

I'm gearing up for my debut novel's release in about a week and a half (Finally, Royal Street will be out!), and pondering the "freshman curse" of series.

Do you love a good series? I do. They're great to read, to get to know characters and situations and relationships that play out over a long time and grow richer.

Series are also interesting to write, in both good ways and bad ways. Good=your world is already developed, and your favorite characters get to come back in sequels, growing and evolving.

Still, as a friend and I were discussing recently, there seems to be a "freshman phenomenon" among series: the first usually seems the weakest.

My favorite series probably aren't different from yours if you're an urban fantasy fan: Jim Butcher's Dresden Files series, Patricia Briggs' Mercy Thompson series, JR Ward's Black Dagger Brotherhood, Kim Harrison's Hollows series, Charlaine Harris' Sookie series, etc.

In every single one, except maybe the Black Dagger Brotherhood, I thought the series' first books were the weakest. Obviously, they were good enough to pull me into the second and keep reading the series, but still not quite as gripping. I think it might have to do with the setup and worldbuilding that's required in the first books or maybe, as in my own case, by the time the first book is out of the gate, the authors are more comfortable in their craft and their world. I ended up liking the second book in my series better than the first, and just finished the third, which made me really excited about writing a fourth if the series has legs.

So what's your favorite series? And did the first one hit it out of the ballpark? What kept you reading?