No. I am a voracious reader.
Like you, I tend to finish a book if I start it. There have been few that I haven't finished, but those that I haven't, I have well and truly gave up on...erm...given up on. There are books that I have found more harrowing to finish than others, they take longer to finish and I tend to take a break from reading after I've finished them. But I do finish them.
Dante's divine trilogy -- at the point where the angel warns you not to continue reading if you aren't a believer, I stopped reading. Yes, I really did heed her warning. I think if I ever made a movie version, I'd portray her as a dominatrix, and Dante as a willing submissive.
Atlas Shrugged -- jesus fucking h christ, that woman can wax philosophical. I think she did the writing equivalent of forgetting where she was in the story.
Those are the only two that I can remember not finishing.
Re: Barker -- even though I cited him as my favourite author for the longest time, I used to think he didn't know how to finish a book. I used to think his endings were long and wandering and winding and that he lost his path. It wasn't until I more recently read his book, Coldheart Canyon: A Hollywood Ghost Story that I think I finally got him -- he writes his books as if they were a sexual act between the writer and the reader. The climax doesn't come at the end, the climax comes before the end, and everything that follows is resolution, so -- like a good lover -- he takes his time with the resolution.
At least, that's my theory. It ends up making more sense.
PS Irrespective of whether or not you agree with my theory, finish Imajica -- one of my favourite books by him, along with Weaveworld.
PPS I just looked on wikipedia, and it looks like there's going to be a third book of the art (Great and Secret Show, Everville).
P^3S I'll probably finish Dante's trilogy despite her admonishments, but I'll probably read the whole thing again.