Yeah, Sazh is the one character everyone generally likes. I think Lightning gets a little better when you see her from a more outside prospective in 2, but she is generally unlikeable. I think it's could have worked if they stuck with her arc from 1, where she's basically just putting on a hardass attitude due to her circumstances in life, but they really went off the rails with the character stories in this series as it went on, and she's pretty much impossible to empathize with.
I mostly ended up sticking with these games because I liked the gameplay and the world/monster design. The other factor was I really came to like Serah in XIII-2, and lets just say the ending of that game made me want to stick with it to see what happened. All three games are have pretty different settings and types of story due to intense time travel nonsense, so at least they don't get stale I guess.
I'm intrigued or at least you gave me less hesitation than I initially had before your thoughts on the 13 sequels. I'm at least not as much "God, why the do I own these", but even than I think JRPG wise after I go through Bravely Default I think either Tokyo Mirage #FES is next or Persona 5. Also I just ordered Ni No Kuni II Premium Edition. I Can't wait to play all these games I own you guys. All of them.