I start/finish games at a ratio of at LEAST 10/1. I dont think this is unusual at all. In fact, I think its very very common. I do it because the early game is so important and critical to success that it requires more practice. In fact, I have actually started tons of game with absolutely no intention of ever finishing them. Most of the time, I dont finish because my position is so dominating that the rest is just mop-up, and that can be tedious.
I do have some advice on how to get farther along though:
Create mini-goals - This was already mentioned, but its worth repeating. These mini-goals can come in many flavors. Some of mine are things like conquering a specific AI, grabbing a specific island or area of land, obtaining every Wonder or Resource in the game, either by building or conquering, Bee-line a specific tech, and "play til that tech", etc.
Play series games - This has been the best medicine for my half-game-itis. Playing a series type game that others are playing seems to make it "matter" more, so I tend to play em longer. LHC, NC, Immortal University, etc. Succession Games can also be great for finishing, since you dont actually play all the turns, so you tend to play your own turn-sets with more attention to details.
Create your own Victory Conditions - The way I see it, some of my games are "Won" long before Civ IV tells me so. Currrently I am playing the PYL III game. I have scaped and clawed a long time, and Justinian has gotten more and more powerful while I did, vassalizing all the remaining AIs at one point (two were voluntary, 1 conquered, 1 AI killed by barbs in the BCs). So I decided that when I captured 4 important cities that Justian owned, the game was "over". I have managed 2 of them, and still need 2 more, which I will try for today. This is sort of in line with the "mini-goal" thing, but I combine them, by having "mini-goals" along the path of my own invented "Victory Condition". In the same example, my "mini-goal" was to capture the AP city, since that wonder was a pain in my a$$. My "VC" is 4 of Justy's cities. Its worked well, I still have a strong interest in finishing.
Go DOWN in difficulty, but create your own tricky Role Playing Conditions - A bunch of players use this technique to create some really cool games that look super fun. Check some of madscientist's games, and try those ideas yourself. Cam_H also has a bunch of cool Condition games. Heck, just shadowing along with any posted RPC game can be enough incentive to actually "play it out".
Break your "routine" - If you always find yourself choosing the same leaders, and constantly following the same tech path, building the same Wonders, etc etc etc, then change it up. Try something different. Go for an early Oracle-MC sling with pre-chopped forests so you can get a fast Forge, run an Engineer specialist, and pop a GE for the Mids. Or try for a Feudalism Sling with a PRO leader and plan to try warring with only LBs (Sitting Bull rocks for that). Never focus much on religion? Go for the Religious plan, focusing on building the AP, UofS, Spiral Minaret, spreading it, converting all the AIs to your "Crusade". Its a blast, let me tell ya. Even if these new things you try arent exactly the "best" play, who cares? Its about having fun, and doing new things is a great way to spice up the fun-factor.