book of the new sun is the closest thing i can think of to a great multivolume science fiction series and it's at least arguably fantasy wrapped in science fiction trappings (i think it's science fiction wrapped in fantasy but the argument is close and not obvious)
dune i guess but uh opinions are mixed on exactly how far into it being a series it remained great
If you take the posthumous works into account, you have a good case to make that Dune is utterly terrible except for the introductory throat-clearing of the first two titles!