Miller, who was the co-director with Robert Rodriguez on Sin City and will take that role again for the sequel, was being interviewed by London's Daily Telegraph while promoting his newest film 300. In the article he expressed his enthusiasm for 300 and more film adaptations of his work but also said: "This, I hope, will be the last property of mine that isn't directed by me." His statement makes perfect sense to me. Let me explain why.
Like it or not, filmmaking is a director's medium. The writer, while very important to the process, usually ends up taking a back-seat to the director once they come on board a project. As a writer, the best way to make sure the story you want to tell gets told the way you want to tell it is to direct the film yourself. Obviously, Miller knows this and believes it and wants to make sure he gets to do it his way. Now that 300 is a monster hit, I'll bet he has a very easy time convincing studios to let him direct his own projects from now on. After all, money talks and those $70 million dollars have to be talking pretty loudly right now.