I long ago gave up trying to finish games. I mostly just sample a game these days, get the flavour of it, enjoy it for a few days or maybe weeks if I like it. I've got better things to do than waste time trying to complete stupid games, especially if they're not all that compelling.
It does also depend on the game to a degree though. If it's a good strategy game, like say a TW game, I'm far more likely to try to close out a campaign than if it's, say, a shooter.
At the moment though about the only game I play is Imperialism II, I always have a game going and I generally complete a campaign either to the point where I've lost it or got to the stage where I've obviously won and there's no real point in continuing. I have actually finished quite a few Imp II games though, these days I probably 100% complete about 1 in every 10 or 12 campaigns I play.
But then, Imp II is a very special game, it's one of the very few games I've gone back to again and again, even after years of playing it I'm still finding out things I didn't know, encountering things I didn't expect, and working out new strategies I hadn't thought of before.
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