I was until recently one of those people who insisted on finishing any book (or movie or TV show, for that matter) they started. Otherwise, I wouldn't feel closure. I dropped a few books (Lolita, The Pragmatic Programmer, Kitchen Confidential etc.) but kept feeling guilty later on. I am glad to hear from so many people here that dropping in between isn't such a bad thing after all.
Related question: do you guys have a similar system for research papers? I've tried reading them a lot but have successfully made it through only a few. At this point, I even question if the effort in getting through their drudgery is worth it.