I generally finish what I start, but sometimes theres better ways to spend my gaming hours.
Borderlands: My mate was super hyped about it and I was like, meh.
Earthworm Jim: I was so close to killing that queen...so damn close.
East India Company: Too much expectation of a patrician style game, unfortunately it wasnt.
Doom: I was a little kid at that stage.
Quite a few sega games: Including this crazy one where your this dolphin with like a lazer strapped to you, and you go through these kinds of underwater facilities 2d style, there was also the 7up game xD.
Age of Empires 3: Loved the other 2, especially the second, this one just didnt cut it.
Lastly, I dont count MMO's as having an end. There should be an MMO where you can "Retire" your hero and their greatest deeds are up on some statue for all to see. Would be interesting.