I'm a huge fan of Ursula K. Le Guin, and I consider the worst things she wrote to be better than most people's best efforts.
For all that I love her writing, though, I seriously disagreed with how she approached the end of her Earthsea series. She had written a short story / novella called "Dragonfly" in which she critiqued some of the principles she'd built the setting upon, and presented us with an ending that didn't end — the suggestion that the world would not endure as we were familiar with it, but that it would continue even though we didn't get to see how it develops and changed.
And then in The Other Wind, she ended the world in quite another way: terminating the condition of the world, but not in a fruitful, continuing way. It stopped the story dead, and provided no scope for imagining how the world would transform beyond what we could experience of it. And I really, really wished she had stopped with "Dragonfly".
That's my account of the time I felt a series I loved had taken a wrong direction; what is yours?
by Melenduwir