Yudhistira Mauris

This plugin helps you create a series of posts. It creates a new taxonomy named ‘series’ (can be modified via filter, see FAQ). There is no setting needed for this plugin. Once it is installed, assign posts you want to group as a series via post editor.
The plugin also creates a posts navigation on posts that belong to a certain series. See screenshots for the examples.

Easy Post Series

Works beautifully and doesn't have a sucking frontend design, as other similar plugins do!

Very good!

azurecurve

Displays Index of Series Posts using series-index Shortcode. This plugin is multi-site compatible and contains an inbuilt show/hide toggle. The shortcode can be used on posts and pages; the format of the index and other options are user configurable through an Admin page.
Two custom fields (Series and Series Position) need to be added to each post in the series; these fields are used for selecting the posts and ordering them when the index is displayed.
Shortcode [series-index] is placed in the post where you want the index.
Shortcode [series-index-link] can be used in a post to link back to title post.
This plugin supports language translations. If you want to translate this plugin please send the .po and .mo files to wordpress.translations@azurecurve.co.uk for inclusion in the next version (full credit will be given). The .pot file is in the languages folder of the plugin and can also be downloaded from the plugin page on http://development.azurecurve.co.uk.
Current translations: 
Serbian (sr_RS) translation by Borisa Djuraskovic of <a href="http://www.webhostinghub.com/" rel="nofollow ugc">Web Hosting Hub</a>

azurecurve Series Index

Displays Index of Series Posts using series-index Shortcode. This plugin is multi-site compatible and contains an inbuilt show/hide toggle.

Easy Post Series vs azurecurve Series Index