an icepick through the keyhole

I think the operative word here is "planned". Even LOTR was conceived as a single narrative and split up only because it was so big, but after that, everyone seemed to be deliberately structuring their story around three books, to the point where you can't get a story (not the whole thing, mind you, but just a single story) - with beginning, middle and end - without having to commit to three or more volumes. To me, that was kind of annoying. I don't mind return visits to a universe or minor loose ends, but to say from the get go that you got to buy three books (and not even on a comic book publishing schedule), is a bit much for my taste.

Discworld is a perfect example of a series that doesn't require trilogies or quintets or what have you. And I keep coming back to Pratchett not just because I love the characters and the world, but because I know once I finish that volume, I'll have consumed a satisfying story, with an actual resolution.