For a few years I've been trying to find a sci-fi series that has a large scale 'setting' with various books set in it that tie together anywhere from only loosely to very tightly. I hate to say it, but almost along the lines of Star Wars, but not actually Star Wars.
I know several good sci-fi series, but they are not quite the way you describe, they are more "tight" in their stories. But, if you are OK with short stories, you could check out the various Bolo books. Each one of those books has around 3 stories in it, and they don't generally directly coincide with each other but there is a timeline of sorts; from the earlier books to the later ones the Bolos mark numbers and capabilities progress. (Bolos are totally awesome and I want one! A Mark-XXXVI or higher!)
The not so tight series I really like are:
Old Man's War (trilogy, with another book
The Human Division about one of the secondary characters from the main series) by John Scalzi. Super fun and funny, Scalzi does a really great job of writing smart-alec characters. Also, I want to play an RPG in the setting after the third book.
The Heritage Trilogy,
The Legacy Trilogy, &
The Inheritance Trilogy (while each trilogy is its own series, they tie together into a single story) by Ian Douglas. I had a lot of fun reading this series (twice, so far) and I liked how the technology grew between the series and within the series. He also does the Star Carrier series and the Star Corpsman series both of which are still ongoing. You can find information about these books here:
http://www.amazon.com/Ian-Douglas/e/B007KO51OY/ref=ntt_dp_epwbk_0The Helfort's War series (4 books) by Graham Sharp Paul, a fun and more gritty series than the other two I mentioned.