Science fiction and fantasy aficionados traditionally tend to be completists. I'm not sure why, there's just something about wanting to escape to another world that also means we want to stay there. So we keep reading and watching, usually even if we fall out of love with the series. In fact, it usually takes something pretty egregiously awful to make us actually quit. But it happens.
Whenever I think about scifi/fantasy I gave up on, Robert Jordan's Wheel of Time series is what comes to mind first. I was already getting irritated with his horrible female characters when I read the sixth massive (and expensive!) book in the series, in which nothing seemed to occur. I was done with no regrets, other than spending over $100 on six giant hardcovers of books I now hated.
I gave up on the Avengers comics as a kid after I suffered through Dr. Druid's hostile takeover and then the team reformed... with Mr. Fantastic, Invisible Woman and Gilgamesh (ugh). I would have given up Heroes at any point after season one if I hadn't needed to live-blog it for my old site (and god, do I regret ever starting that). And now I feel like I could be coming to an end with Doctor Who in the near future; I guess I'll wait to see who gets the role first, though.
Anyways, please tell us some of the series you gave up on in the comments, and, if you feel like it, why. Maybe you'll help someone avoid heartache in the future!