When I get pissed off at how trout my team is doing in an FPS I may quit, though generally I'll do everything possible to get booted, it's funnier. Especially if that involves targeting the MLG faggot on the team for betrayals repeatedly, failing an MLG, the French will do just fine.

If it's a lone wolves type game then I'll either tough it out hoping to do better than last or I'll exit the game.

Other than that, single player gets tough? The tough get going. I'll keep at a single player game until the cows come home. The last time I stopped playing a game because of stressing over a difficult patch was GTA 4 when I was doing a mission for the Lost and Damned and died a trout ton in the exact same point of the mission no matter what I tried.