I prefer to savor my games, milking each one for the most time I can get out of them rather than, "Okay, I just paid $40-$60 for this. I'm going to be done with it before tomorrow!" Buying a new game is a bit of an occasion for me, though, so I suppose that's why. But by now I could probably finish BioShock 1/2 or Assassin's Creed 1/2 in one sitting, but I wouldn't do much exploration/side content in either.
My ultimate goal in that department for now is to one day try to finish Mass Effect 2 in one sitting with at least Shepard still alive.