Everybody told me how great Connie Willis was. She got praised all over the place. I was told to buy her book and love it. So I got it, tried it, and kept stalling at about 50 pages. It was just too dense, too cutely oblique for the purpose of being oblique, and too much interested in portraying a protagonist who doesn't know things and is constantly behind. It was well-done, but I didn't like it.
Hearing everybody praise it up, though, I pressed on, and as soon as I hit 100 pages, it began to click. I ended up loving the book.
Now I know that every time I read a Connie Willis book, the first hundred pages are going to be tough going (I've read only 2, but it's been accurate in both cases) but that the ending will be worth it.
Here, in no particular order, is what I read, and when, if ever, I gave up:
David Eddings: Loved Belgariad and Mallorean as a kid, read the Sparhawk trilogy and thought it was decent, read the second Sparhawk trilogy and got tired of it, and gave up after reading "Belgarath the Sorcerer" -- haven't read him since. In retrospect, his early work is pretty generic, but the honesty and comfortable feeling of the characters made it fun.
Neal Stephenson: Loved Snow Crash, liked Diamond Age but thought it suffered from Overly Smart Syndrome, enjoyed Cryptonomicon as a geek exercise but felt pretty strongly that I was tired of Stephenson's non-ending endings.
Melanie Rawn: Read the first Dragon Prince book, have started the second several times but cannot seem to get interested, and have decided to give the book back. Not actively bad, but it just doesn't compel me. Mickey Spillane wrote something like "The beginning of your book sells your book -- the end of your book sells your NEXT book." Apparently the end of the last book left me bored and annoyed, because I don't have any real faith in it entertaining me deeply.
Terry Goodkind: Read the first book, and did that primarily to be able to refute folks who would snobbishly tell me that I couldn't judge the book without reading it in its entirety. Of course, now I'm told that I'm not fit to judge the book until I read the entire series -- and, by humorous corollary, if I do read the series and then judge it as awful, they're going to say, "Ah, but you did read it all, so it must have entertained you." Fans. Whatcha gonna do? So: Terry has lost my reading dollar.
Terry Brooks: Read the originals, the Heritage followup, and then gave up.
Elizabeth Hayden: Read the first book and gave up.
So, for my money, I tend to at least read the first book in its entirety and then decide whether or not I'm going to keep going. A book has to be pretty bad to stop me from reading it once I've started. It has to be very good, though, to get me to buy the next one. It's a question of wasting money I've spent by NOT reading further versus spending more money on something.