Unquestionably the best example of completing one story and then starting more out of the same realm and framework is Feist's. What started with Magician: The Apprentice, and has now continued through more than 20 books stands alone in its scope and depth. Pug is the first and only remaining major character from the earliest parts of the story, but each series within has its own heros and villains. Early on the larger than life characters were Duke Borric and his family in Crydee, then on to Prince Arutha, his sons, Jimmy the Hand, and many others. The most remarkable thing about it all is that each story has its own power apart from the larger chronology, but each adds to the total if you read them all.
I think that the world in which Mistborn is set could easily lead to a similar, if smaller, set of continuing stories for Brandon, if he wishes. Certainly even if the Deepness is vanquished and Ruin brought to, well, ruin, there are always new enemies to face, and new heroes to rise up to the task.