I frequently start in on a puzzle; keep going for a while, and after a while realize that I just don't care enough to finish it. Or I'm 95% done and I've made a mistake somewhere that I can't backtrack far enough in my brain to figure out where I've gone wrong.

I like small puzzles--I don't have huge objection to big complicated puzzles, but small tricky puzzles are preferred to huge straightforward ones. Things that are about Sudoku sized, if you're looking for a guideline to size.