What I am meaning is, are the books totally separate stories, or do they just all meld into one story?
Using the fantasy genre, an example of books that are more disjointed would be the DragonKeeper Chronicles, by Donita K. Paul. The main characters stay the same throughout the series (with the main exceptions of some dropping out in book 4, and more characters being introduced in book 2), and some of the antagonists are the same, but the storylines are separate.
An example of stories that are joined are The Wormling series, by Jerry B. Jenkins and Chris Fabry. The books are merged into one story, and even after reading them three? times, I still can't mentally say exactly where each book starts and begins, apart from the gap between books 1 and 2.
So which is right? And which is wrong? I would say that there is no right and wrong. It is simply a matter of style and preference.
However, I would suggest against being too extreme, as with anything (or just about anything).
If a series is very disjointed, then readers may not feel drawn to read the second book. If the plot has been totally finished, then continuations may be received as pointless attempts to make money.
On the other hand, if the series is totally in one part, then it may be better to advertise it as one book, rather than as a series. The Lord of the Rings is an example of a long work that is advertised and thought of as one book, but can be and is sold in three volumes, as well as in one volume. With Kindle publishing, it will be quite simple to sell the whole series as one unit.
Even if you try to write your series as separate novels, it may, and likely will, merge into one story in the later books. Examples of fantasy book series that did this are easy to name; Oracles of Fire, Binding of the Blade. I can foresee my series, The Arboreal Shadow, doing this, as the first three books are clearly delineated, but then the last three, and especially the last two, will merge into one storyline and one unit as the story builds up to the climax.
And yeah, I really should be working on The Rise of the Shadow now. But I'm just waiting for my current readers to get back to me. (You know who you are...)
So, I would say that the jointed-ness of books is really a matter of opinion and personal taste, as long as it doesn't get too extreme.