Do you want to write a series, i.e., several books that span time with the same protagonists? A perfect example is the Dorothy L. Sayers mystery series feature Lord Peter Whimsey or Chandler’s Philip Marlowe. A standalone is a single story that is complete, say, Gone Girl. Although I would put that book more in the thriller category, it’s an example of a book whose story does not move forward beyond one book. I would start off small with a standalone that could be extended into a series. If you’re thinking of writing a series, note that there is a continuity issue with writing a series that you need to consider. Don’t write out a character you may need in book three. Choose your dead bodies carefully.
I'm adding to the original post with a tip that if you are seriously considering self-publishing, that you write a series. This is an excellent way to get into the marketplace fast. I would, in fact, write three books. And by that I mean you write three really good books that have been polished and edited, with a good cover that reflects the overall theme of your book--don't write a cozy and then have a man with a knife on the cover or a thriller with a woman wearing an oven mitt standing in front of a stove. Then you enter the market by releasing a book every four months. This will wet the marketplace's appetite for your books. Then use that year to write another three books. I couldn't do this, frankly, but then I'm still working. This juggernaut approach will create a fanbase for you that can only build with each successive book. I think you'd have to be a frigging genius to write three standalone books, but you CAN do this with a series that builds off of each successive book.
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