I finish every game that I buy. Since my time is so limited these days (kids, work, etc.), I'm very particular about the games that I purchase. I know what genres I like, I know the style that suits me, so I only buy those games.
Now, that being said, gone are the days when I could power through a game in a weekend, stopping only to eat and evacuate. Nowadays, it may take me a solid month to complete that same game, but I will finish it.