I probably beat more of my games than the average person, but like everyone, there are games I own that I either haven't finished, or haven't even started. Without further ado, here is my list:
Final Fantasy X - I'm at the final boss fight, and can't beat him. I don't want to spend hours doing the necessary tasks to get the ultimate weapons, and all my characters are extremely high level. I just want to see how the game ends. I really loved this game until the point I'm at.
Final Fantasy XII - I would like to beat X before I start this one
Killer7 - Just havent gotten around to it
The Legend of Zelda: The Wind Waker - I got stuck at the water temple. I really really liked the game. The art was fantastic, and it was my first Zelda game. The combat was a little clunky with the Gamecube controller, but everything about the game is great.
Resident Evil 4 - I know this is in people's top 10 game lists, but I HATED the controls. I also didn't like the fact that the zombies endlessly spawn
Super Mario Galaxy - I really like this game, but for whatever reason I don't really think about it much. It's just neglected and forgotten.
Star Wars Knights of the Old Republic - Excellent excellent game, but I was playing it on the 360 and the software emulation introduces a lot of sound popping and other problems. It made the game unplayable for me. I should start it again on the PC.
Overlord - I really liked the demo, but for some reason had a hard time getting into the whole game. Basically I just got bored with it.
Hitman: Blood Money - I got this off Ebay for cheap. Played the intro level, and thought it was ok. Got stuck in the first mission and never went back. I doubt I'll ever finish this.
Viva Pinata - A very good game that nonetheless feels like too much work. I'm not a big fan of micromanagement in games and that's all this game is.
STALKER: Shadow of Chernobyl - This game is a little too hardcore for me. Very realistic weapon behavior, very difficult enemies, it's just very unforgiving. I liked the atmosphere, but it wasn't much fun to play.
Fallout/Fallout 2 - No excuse, really. I've started Fallout a couple times but haven't got far. There's not really time to play them before Fallout 3 comes out either.
Diablo/Diablo 2 - I've started Diablo several times and, like Fallout, haven't gotten far in that one either. It just doesn't suck me in for whatever reason. I have a feeling I'll like Diablo 2 better but I'd like to finish the first one.
I'm probably forgetting some, but those are the biggest offenders at the moment.