I always watch it when it's complete. I watched weekly anime from spring 2009 to 2011, but there were two animes (Souten Kouro and Hyouge Mono) that were dropped by the only group that released them and another fansub group finished them two years later. When I watched the last episode of Souten Kouro (december of 2011) I decided that I wouldn't start watching another weekly anime again. Hyouge Mono was finished in 2013.
And about the long running anime that I'm watching, which are Detective Conan and One Piece, I watch them in a marathon once a year.