Just finished playing Lightning Returns. It was definitely a good ride, playing the 3 games. But i was expecting so much more after XIII-2. My main problem was how disconnected the story was from the other games, like it's not a sequel at all. Don't get me wrong, the main points are still there, but the 500-year passage was, in my opinion, a weird turn. The way the narrative uses to tell what happened in those 500 years with the other characters is weird too, using small flashbacks with characters simply stating "Yeah, we did that for the first 200 years...", which gets the point across in a weird, disconnected way, like no time passed at all. And i really wish Lightning would get more character development, besides the few lines of text we get in some loading screens.
The ending was good, although i feel it needed an epilogue of sorts. But i always think that games need an epilogue, so take that with a pinch of salt. Definitely worth playing through the series, though.