Agree with lolchemist. Books that just stop, or end with a cliffhanger with nothing major resolved, annoy me (especially if they're the first book in a series/trilogy/whatever). And pretty much make me say very colorful things. Then I usually resolve to NOT buy the next book. For the most part, it just feels like an cheap ploy to get me to buy the next novel.
That being said, some authors can get away with it without me getting steamed up enough to boycott future works. Jim Butcher did it to me in Ghost Story--the MC was sinking into the lake, shot--but I bought the next book. Why? Because the main action/conflict of the book had been resolved, and it was already an established series. The cliffhanger was part of a character arc that's been spread throughout all the books. So if you're going to do it, be sure that something major happens and is resolved in book one, even if the over-arcing story/theme for the trilogy is not.
Angriest I've ever been over a cliffhanger as a ploy for future sales? The Passage. Don't. Even. Get. Me. Started.