I still think JRRT had it right! Write the whole story before you publish any of it. Once you've finished it, don't write any more!
Dune was complete in and of itself. The string of increasingly bizarre sequels were unnecessary and disappointing. Michael Moorcock seems always able to drag one more Elric story out of some orifice or other, despite having satisfactorily completed the albino sorceror-kings' story at the end of Stormbringer.
JKR had to turn the sixth book of the Potter series into one huge info-dump because she published each book as she 'completed' it, rather than writing the whole story, then going over it and correcting the structure, filling the plotholes etc.
I'm not familiar with ASOIAF, but from what I've heard and read, I get the idea that GRRM isn't completing it because he has no idea where he's going with it!
But it's so much easier to blame the fans, right?