Holy crap I'm the complete opposite of a lot of people on this topic. When I buy/rent a game I play it straight through until I finish it. Even if I have acquired two games at the same time, I'll still finish one before I start the other. All the games I own I have beaten, most several times. I wish I had that kind of money to blow on that many games.
Usually what happens is when I buy a game, I install it and test it. Make sure it runs and all -- so I don't have to return the game for being defective and junk. Then, once I begin, I do try to quit the game, but what does happen is if I do get into it and like it off the bat...
...What happens is once I begin a game and tests that it runs, that becomes the new game I'm playing. And then, I buy another game, I test that, that becomes the new game I'm playing -- just repeat the cycle over and over, and you can see why I've got so many games I ain't finished!
Though, every now and then, I buy a game, stick w/ it, and finish it to the end. Like I did w/ Jade Empire PC and STALKER.