Actually, I find it hard to watch an anime when I have all of the episodes. I have always, actually.
Like Tokyo Magnitude 8.0. I found this easy to watch since it was an interesting story and I watched this weekly. For me, watching weekly shows means I only have to pull half on hour out of my schedule. It seems, with me, that the story isn't all that interesting anymore if I can just start the next episode. I tried to watch Darker than Black, and I had all of the episodes, but not only did I find the story kind of dull, but I wasn't able to make it past the 4th episode. The same with Tengen Toppa Gurren Lagaan. I also planned to start watching One Piece and had used hours finding the best versions, but that failed too since I become bored with it too fast, watching it that is, trying to find the episodes was actually more fun.
The same goes for manga. I used to be able to swallow an entire Dragonball volume when I had bought it. Some weeks ago I loaned Chrno Crusade at the library, they had all of the 8 volumes. Then I started reading and I felt: "ugh" I don't feel like reading this after all. I didn't even get to read one chapter.
Maybe this is why I've finished so few series. I've maybe seen 40 series spread over 4-5 years.
However, I find movies easy to watch rather than series because you watch it for max. 2 hours and then you're free, the story is over. You don't have to think about: "oh, I still need 10 episodes to finish this". And trust me, I'll never get around to those episodes, I still haven't finished: TTGL, Haruhi, Record of Lodoos, Kekkaishi, s-CRY-ed, Bounen no Xamdou, Azumanga Daioh, Bakemonogatari, Buzzer Beater, D.Gray Man, Darker than Black, DN Angel, Code Geass, Inuyasha, Rurouni Kenshin, Monster & Tales of the Abyss. And most of those are actually quality shows which most people like.
Also, I started watching Dragonball Kai at episode 20. The reason is that I've seen the Saiyan Saga way too many times. Now, I probably wouldn't watch this if it had already aired and SD&Taka had subbed all of the episodes. Shit, 100 episodes, no fucking way. Now following this weekly, oh yes, that I can manage. Or well, not weekly since SD&Taka places Kai behind Shippuuden in their priority list.
Read or Die OVA was exciting and short, just what the doctor ordered, though I did watch the last episode one week later. But interesting to say the least.
Then sometimes the episodes comes out fast, faster than I can watch them, I forget about the show and then I feel this: "ugh" that's why I didn't watch Basquash after all. I had been meaning to watch ever since umai had said they'd be doing it. Don't think I'll get around to that either.
With ongoing shows I like the fact that..I can wait, I can imagine, I can excite myself with what the new episode will bring and that makes me want to watch it when the next episode comes out. Also, my sheduhle allows me to do that. I'm not a person who can sit down/lay down and watch 10 episodes in a row, I don't want to, neither can I do it. I had to do that with Slam Dunk even though I liked the show. I just thought to myself: I want to finish this show tonight! Then I'll just pull myself through those last episodes!
It's going to be interesting if there's anyone else besides me who feels this way as most people here seem to dislike when episodes are still being aired.