By this standard I am a terribly unsophisticated reader. The majority of the books in my home I did not finish. I used to feel terribly guilty about it. Still do sometimes, but two things helped to ease my unease.

Firstly, I started reading short stories more than novels. A short story can usually be read in one sitting and no-one thinks a collection should be read cover to cover.

Secondly, I realized that most non-fiction is (a) badly written and (b) can be read in a non-linear fashion. Just scan the table of contents and dip into the chapters that catch your attention. Skim first and read closely only if convinced. Use the index for cross referencing. Take notes for extra points.

Oh, and read How To Read A Book, by Mortimer J. Adler.