It depends on the game.
If the game is boring then I'll cheat through it if I want to see the ending.
If the game is boring and cheating made it even worse(Batman AA is the most recent example of this for me) then I'll just simply stop playing.
If the game is hard then I stop playing when I actually hit a brick wall I can not pass(Dagra Dai in Ninja Gaiden 2 which is like, right before the final boss is the most recent example of that)
These recent examples are both from the last few months, but it's actually very rare for me to stop playing a game, hell, I even finished Daikatana.(technically I cheated by playing through a multiplayer campaign on my own but I refuse to play it without the respawning)