I don't finish most of my games unless they're shooters (which are shorter and thus I'm done with them when I'm still playing most games). It's not that the games I buy are bad, it's just that I buy too many games. Whenever I stop playing one for whatever reason, I get caught up in my backlog when I play games again.
From memory, my current list of owned yet not played/finished games (first 5 were bought on Steam summer sale):
Fable 3
Deus Ex
Neverwinter Nights 2 (gamestopping bug for the win!)
Magicka
War for Cybertron
LA Noire
Bulletstorm
Darksiders
Dark Messiah VII
To make the problem worse, I also keep going back to Dwarf Fortress, Morrowind, and various Medieval 2: Total War mods. I also plan on installing some mods for Mount and Blade once I get a new computer. Yay gaming backlog!