I guess I'm an exception that proves the rule.....I don't have one. I've only thrown out 2 models in my entire life. The first was a 1/32 Revell F-4J Phantom I was attempting to build as a teenager back in 1975.....and it was too warped and I was too inexperienced to overcome it. The second one was one of my first major vac attempts: the 1/32 Combat P-6E Hawk biplane. It was just so ill-fitting that I couldn't complete it either. Other than those two, I've completed every other model I've ever started.
There has only been 1 true "shelf-sitter" in my collection, and that was a 1/24 Combat vacuform P-51B Mustang. I made a "tactical" error in construction and let a small problem halt my progress. I set it aside fully intending to come back and solve that problem after a few days and it sat there for over 10yrs....BUT, about 3-4yrs ago, I dusted it off and finished it. I currently have one car model that is painted but not finished, and it's been that way for about a year. It'll get it done this year.
A "shelf-of-doom" seems to be the norm for most modelers; and I see nothing wrong with that. In fact, if you have one, I'd simply look at it as a project you have a HEAD START on when you get ready to try to get something done! It's not a shelf of potential failure, it's a shelf of potential time-savings!
Here's 3 pics of that 1/24th P-51B...2 of where I stopped its progress, and the other is after I got it done.
GIL