Let's talk about story theory for a bit. What's story theory? Don't worry, it's a concept I just came up with, so just run with me for a while, okay?
If story theory is a study in how stories work, we can start by breaking down stories to their basic elements: character, plot, setting, theme, etc. All of that English Lit class stuff. What's interesting about comics is that you can add all kinds of new elements to represent the visual nature of _comic_ stories: layout/pacing, balance, color, line quality, etc.
But to keep it short (and sanity-saving,) let's focus on the most strange aspect of the comic-story hybrid-- plot. Because your basic story has a beginning, middle, and end. (Well, technically, it has exposition, rising action, climax, falling action, and denouement, but you are trying to forget your MIddle School English, aren't you?) However, on-going comic book series cannot follow this basic structure. By virtue of being episodic, the comic book must either have NO end or must have INFINITE ends. Did you catch that? The "story" of a particular character can never really be resolved ("end") if his comic book will forever be published. Or, if it does get resolved, it merely sets up a new beginning or a new middle for yet another kind of resolution (yet another "end.")
Example time. The Hulk's basic story is in the conflict between the inner self-- Bruce Banner vs. Hulk. This story has never ended. Or you could say that it did. Writer Peter David merged the Hulk and Banner personas in The Incredible Hulk #377 (vol. 1, 1991). But then I would argue that the Hulk's stories shifted-- those stories featured the Pantheon characters just as much as the Hulk's. And later, Paul Jenkins in The Incredible Hulk #12 (vol. 3, 2000) explained that this merged Hulk was merely another personality all along. This would be an example of the "infinite" endings as the only other option. (Its current status quo at the time of this writing will be "ending" with The Incredible Hulks #635 (2011).)
This is why some creators disliked Spider-Man being married. Looked at from a story perspective, it was an "ending" to part of Peter Parker's story, but his stories were continuing regardless. So either Spider-Man's basic story had to shift along with it, or it would be hampered if it continued to try to keep all the other story elements except that one in place.
It's also why super-hero movies are all about the origin story. It's the only definite beginning-middle-end kind of story that a character has. It's also why villains are so important. The beginning of a villainous plot naturally leads to its ending, and hopefully along the way the character can show us a bit about why his character is so compelling. But in a way, as much as that hero is spotlighted, the story is basically the villain's.
It's also why many characters simply cannot keep a series in the first place. Either there has already been an ending for that character, and/or there is no room for infinite endings.
Ms. Marvel-- great visual, strong personality, perfect for the company to leverage and market. But what's her story? Is she an Air Force officer? Part of an alien legacy? A magazine editor? A home security advisor? A mentor? A celebrity hero? It's hard to have any kind of ending, let alone infinite ones, if there's no place to even begin. Without any strong "beginning," Ms. Marvel is doomed to the fringes of the Marvel universe.
The Thing-- again, great visual, strong personality, recognizable, and intimately connected to the Marvel universe. But he already had an ending-- he has come to accept his monstrous form. It certainly came gradually (even his own series in the 80s was about the interplay as he switched from human form to Thing) so perhaps there was no "big" event that allowed his story to end-- in some ways, the writers simply stopped writing about it. Sure, it comes up every now and then, in the same way every once in a while you remember with regret that you forgot your friend's birthday that one time but it doesn't define your existence anymore. With no inherent conflict defining the Thing's existence, he won't ever be able to be a star in his own right again.
In some ways, I'm asking for stories to become more streamlined, a bit more simplified. Which is a testament to how rich and complex some characters' stories are right now. Thor's movie (an origin story, of course) is far removed from his current status quo, which is more complex as he wrestles with the dynamics of Asgard/human relations. The X-Men's Storm, who some would argue is one of Marvel Comic's strongest female heroes, showed up in the X-Men in 1975 somewhat full-formed. A beginning, middle, or end for her would show up from time to time, mostly through flashback, but essentially she was always reacting to these outside forces. And ultimately she is caught up a complex relationship between her past, her teammates, her marriage, making it difficult to have a story of her very own, generating from within her.
Perhaps that's why the mini-series is the format of choice for most publishers. It allows a character to have a dedicated story with a specific beginning-middle-end for that particular moment. The on-going serialized and episodic lead character is now the exception rather than the rule. And maybe that's okay. By embracing this model, creators and publishers can focus on the stories themselves, avoiding the trap of an episodic character going stale or (maybe worse) suffering through endless revamping. Heck, why not fully embrace it, and bring back anthologies and magazine-format quarterlies. Giving more definite endings (or recognizing an infinite ending) will allow characters to be better realized, and readers will be better satisfied. I refer you my Comics Memo: Be About Something.
And speaking of endings. There. I'm done.