This is sort of a companion thread to Tom's about how many books in a series before it usually starts to run out of gas.
Before the internet I can't remember ever once reading a debut mystery novel if that was the only book the writer had published. Sure, sometimes I'd hear about a series and start it from the beginning but usally by the time I'd heard about it the series was already 3-4 books along (I remember I first heard of Robert B. Parker when he got a big write-up in the Montreal Gazette when The Judas Goat was published and had scenes at the Olympics in Montreal - then I found out it was the 5th Spenser novel and started from the beginning).
The internet may be changing this, but I think it's still unusual for many people to discover a series on the first book.
So now I guess it's a race between getting the series noticed before it runs out of gas ;)