The Lunar Chronicles by Marissa Meyer is one of those compulsive series. All the books focus on a clever retelling of a classic fairy tale; Cinder (Cinderella), Scarlet (Red Riding Hood), Cress (Rapunzel) and finally Winter (Snow White) but are also a continuation of the same wonderful fast paced, futuristic fantasy adventure. There are some really nasty villains and extremely lovable heroes, both female and male - as all good fairy tales should have, all set in a strangely familiar but weird Earth and Moon world.
I now have post 'end of series' despair - that odd phenomena you get when you can't stop reading because you have to know how it all ends, and then it ends (no spoilers, not telling you anything) and you want to be back in that world, living it still. Sigh!
My other favourite series are Chaos Walking, The Chronicles of Ancient Darkness, Travis Delaney Investigates and of course, Harry Potter.