Eh, hard to say. I suppose maybe 50% of the time, but I also play a lot of multiplayer, and there's no way to really complete that. Hell, I have over 50 hours into Bad Company 2, and I don't think I got even halfway through the campaign! Same thing can be said for Starcraft 2, ANY racing game, quite a few fighting games, and you should get the idea.
Also, whenever I see a good deal on Steam/in a store (it happens) I tend to pick it up without much of a second thought, especially bundles and the like...this has lead to me having completed maybe 20% of my steam games. And even that is a generous number...
EDIT- Oh, and if I'm just not enjoying a game, I really don't feel any obligation to finish it, and telling me that "It gets better 10-15 hours in!" really doesn't cut it for me. I probably would've loved that kind of game when I was young and still in school, but now that I spend most of my time working, I really just want games that don't make me wait around for the fun to start.