Half gaming is a very common "trait" among Civvers, heh, I suffer from it myself. I currently have 3 or 4 games I am "playing", and I will probably only actually finish 1 or 2.
Here are some tips I have found that help me complete more of my games.
1. Play series games - playing along with a group of others who play the same map can not only help you finish, but help you learn.
2. Post reports on those games. When you are forced to actually write down some of your thought processes, you will find that you actually WANT to get to the next stage and do the next report. And naturally, this also helps to strengthen your play.
3. Play harder games. Harder doesnt necessarily mean higher difficulty. It could mean playing weaker leaders, or maps that are trickier. I often find a big reason I dont finish a game is that there is no point, its basically over and I have won. Harder games take longer to get to that "this ones locked up" point, hence you may play it longer.
4. Just hit enter! For myself, I have a tendency to over-manage my empire. And while hitting enter sooner will lead to more mistakes, it will also get me one turn closer to finishing. Very few mistakes, by themselves, will cost you the game, so dont be afraid to make a few in the interest of getting on with it. Eventually, you will stop making so many mistakes, and become able to cycle turns faster.
5. Stop reloading and replaying to get that "Perfect Empire". I am not saying you cheat, but its common for half-gamers to go back and re-do things just a tad differently to try and get that Perfect Empire. I know this is one of my biggest faults, which is why I try to play Series and RPCs clean, no reloads (except obvious misclicks). Sure, I lose a lot of Wonders by 1 or 2 turns, and I forget to shore up a border city when I DoW and lose it, but it makes the next turn that much more interesting, and the next, and the next. That "next turn" is the key to finishing.
Those are just a few of the tips I use to try to get more actual completed games. I still start a LOT of games I never finish, but at least I finish a few now and then, heh. especially series games and ones I post reports on.