Crossovers are the bread and butter of shared universes, though.
Allow me to rephrase.
I like when teams come together. I like when heroes from different comics meet, interact, and become involved in one another's stories. What I don't like, however, are stories where I need to start picking up comics I don't normally pick up.
For example, after Infinite Crisis, I wasn't buying JLA at first. I was, however, buying JSA. It felt like JSA was in the middle of one storyline, when it suddenly shifted gears with the Legion of Superheroes and the JLA showing up. As soon as it finished the Legion crossover, JSA picked up as if that story never happened. There were a couple of months there, where I had no clue what was going on.
Messiah Complex gets my forgiveness because it was hyped up so much, and the end of each issue even tells me which book to pick up next. Also, I'm a shameless X-Men fanboy.
Right now, JLA feels like it's everywhere. We started off with an Injustice League story, where the ending has Lex admitting that his team was only a temporary means to an end. I'm getting ready for Lex's next big plot, when I'm suddenly hit with an issue about superheroes popping in from an alternate universe. I'm awaiting that, but I'm then hit with a story where all of the supervillains are getting kidnapped. And betcha by golly wow, next month's JLA will have nothing to do with any of that.