Well, I gotta say, I hate fighting for parking, so I'm usually the kill-joy who's walking out of the venue as the band are taking their bows or even earlier, while the last notes are ringing.
During Final Frontier tour this year, I left while Bruce was giving his nightly "running free" speech. Because I had seen him rant over Running Free before, and because I couldn't hear a word of what he was saying, anyway.
I left during Ozzy at Ozzfest once. I was really only interested in seeing Maiden, and was already quite worn-down from having to set through a crapfest to get to them all day. In retrospect, I wish I would've stayed for that.
Aside from that, I left an RX Bandits show after the first two songs. They were touring for dredg, and I was there to see dredg anyway, but I had picked up an RX Bandits CD just to check 'em out. I even liked the CD. But live, their whole act was really stripped down and the sound was horrible. So I left!