Rather cliché by now, but A Song Of Ice and Fire I love, really can't wait for the next book to come out.
Harry Potter, probably the first full, overarching story series I actually read, I think.
Non-fiction, but I have a metric fuckton (fuck-ton? fucktonne? fuck-tonne?) of the Horrible Histories books, educating and funny as hell, especially for a kid. The tv series on BBC is brilliant as well.
The Hyperion Cantos is awesome as well, some really quite fucked up stuff happens, particularly in the first book.
Starting to really get into Trudi Canavan's stuff as well, particularly Age of the Five.
On a video game related note, I love Karen Travis' books, particularly the Gears of War books and her Kilo-5 series of Halo books (Glasslands and The Thursday War with another to come hopefully!).
Got Kim Stanley Robinson's The Mars Trilogy and the Foundation series sat on my bookshelf next to each other, both begging for me to read them.
And after reading this thread, I really want to read some of these series as well, "DAMN YOU INTERNET!"