I'll pick up new games when they come out, but they'll frequently sit on the shelf for months before I install and play them -- especially if it sounds like the game needs patching. Still haven't installed Kotor2.
Once I start playing a game -- at least for RPGs, which are 90+% of what I play -- I'm likely to play a few hours, start over with a different character and/or gameplay approach, play longer, start over, etc. It usually takes several abandoned chars/parties before I finish the game. Then I go back and start over again, or resume earlier saves. If I really like the game, it stays on my system for years, periodically getting replayed in part or in whole.
Thief 1 & 2 and Deus Ex 1, for example, have never been uninstalled (subjected to a couple of Microsoftian "nuke from orbits" and dead hard drives yes, but never uninstalled).
When it's late at night, and I'm exhausted after writing/debugging software all day, then going home to do more of the same for my own projects, I seldom have the mental focus to try figuring out a new game. I'd rather boot up something familiar for an hour than tackle something new.
Only if a game is really bad will it get uninstalled right away. Usually after I turn on cheats/godmode to get it over with so I can see the end. (McGee's Alice or Undrentide). It takes something really bad (HotU) for me to uninstall without finishing it, or really broken (like not being able to level-up in Devil Whiskey).