Thanks to a week of vacation (including some rare "bachelor" time while the wife & kids are in Florida), I've actually managed to finish a few games. I finished off Tales of Symphonia two nights ago, and Doom 3 last night. I'm in "striking distance" of finishing off Psi-Ops and Thief 3 as well.
It's very satisfying to me to finish a game. I'm guessing is some sort of completionist aspect to my personality -- I also have a really hard time stopping reading a book halfway through. But honestly, actually finishing a game happens a lot less often for me now than it did when I was younger and had more time to do nothing but play (and less cash to buy new games).
I know a lot of people pine for the "good old days" when games were supposed to be higher quality, and all took a lot longer to play. It sure doesn't bug me at all now if a game offers a good, solid 10-20 hours, especially if it is intensely good during that time frame. There are so many good games this year (either already out or approaching on the horizon as we get to christmas) that it is is just mind-boggling. Last year was just as good. So it's OK with me if they are a little shorter and I get a better experience out of it, even if my FHPD (fun-hours per dollar) isn't quite as high.
Of course, games like Magic Online, Star Chamber, and World of Warcraft make my quest to "finish" games even harder. Magic Online in particular has drained a ton of time (and money) from my wallet these past few years (and this most recent vacation). On the one hand, it's clearly a smart business model for them, but I have to admit I wish there was a way to get a little more closure out of my online gaming experience (short of the 1,000 hours or more it can take to actually "finish" an MMO like EQ or DAOC).