According to Steven Erikson, the idea behind the series is that he's opened a window on the Malazan Empire at an almost random point and ten books later he closes it (well, aside from the fact there's a prequel trilogy, sequel trilogy, Esslemont's books, a companion world book, half a dozen or more side-novellas and probably a novel about Caladan Brook's toenail clippings to come). If there's a unifying theme Erikson has said it's about the fallen, those who died in the books.

Which is of course bemusing, as very, very few characters of note (almost none, in fact) have died and stayed dead and not come back as a ghost/reincarnated soul/unstoppable demonspawn from hell/nymphomaniac zombie. So I can't really see how the series is about them.

Maybe the Crippled God, but the CG plays little or no role in half of the books in the series, and is not present in the first.

The only unifying element I can really identify from Book 1 that is still being developed in Book 9 is Shadowthrone and Cotillion's plots involving the Throne of Shadow and the shattered warren. More than anything, that's the only thing that's really been visited (if only extremely briefly) in every book of both Erikson and Esslemont's work.

I'm still hoping that Master of the Deck and the jade statue anti-orbital laser battery storylines are explained, the first because of its importance to the Paran family and the latter due to being both utterly random and also kind of cool.

I really wanted to see the T'lan Imass kicking ass on Assail, but apparently Esslemont's doing that in another book five or six years down the road. Oh well.