most is usually the more story focused games where people have a real impetus to continue forward. Heavy Rain had a completion rate far above the average iirc from one of Cage's presentations. If I had to pick one single game I guess I'd go with To the Moon. So short, the story is so gripping, and the challenges are minimal so I can't see much of a reason not to complete it.
Would be interesting to try and find some legitimate data on this stuff. Perhaps you could look for people with any trophy/achievement from a game and then use that as a total in comparison to those that earned the award for finishing the main story which almost every game has.