In a comment to a previous post, a friend asked why I don't end my chapters with cliffhangers. It's a good question. Ending a chapter with a cliffhanger is one good way to build tension and keep a reader wanting more.
The reason I don't have cliffhangers is due to the method in which I have chosen to write my novel. Many methods work great with cliffhangers, but not the one I chose to use. I fell in love with the way George R.R. Martin wrote his Song of Ice and Fire books, and that is what motivated me to finally sit down and write my book. He rotates each chapter among the main POV characters, and he does so in a generally time sequential manner. This is the key to why there can be no cliffhangers, or at least why there can be no cliffhangers of the moment, such as a character's head on a block, the axe ascending into the air, end of chapter - does the character die or does something happen to rescue him?
See, this doesn't work when each chapter is supposed to follow the others in time. I can't have something happening right at this moment, then write another chapter about a long sequence of events happening elsewhere (and perhaps not even on the same day), and then return to complete the cliffhanger that would now be happening prior to the chapter I just wrote. No, I have to be honest to the space/time continuum! So, I try my best to have suspense about forthcoming potential events, but I can't do so using the cliffhanger.
If only I had one of Martin's books with me here in London, since I have a lot of free time on my hands. I would go through and look at how he ends his chapters to see how he manages to keep up the suspense despite not having cliffhangers. I've been reading 'A Game of Thrones' to my sons (just finished it actually), but I must admit I wasn't paying close attention to this particular point as I was reading.