It all depends on my mood. For example, if I drive somewhere and get through half an album, whether or not I listen to the other half of the way home later depends on if I am in the mood for the rest when I get back in the car. I'll turn the car on, and if it still sounds just right to me that instant, I'll leave it on, but sometimes I'll get the urge to want to hear something else, so I'll change it.
Ultimately, while many albums are best listened to as wholes, I do not make myself a slave to it.