My parents instilled a 'no quitting' attitude in me. What I usually do is I stick it out for a year (in the case of a sport, a season) and then I just don't go back the next year. If it's gymnastics or something you usually pay for a certain amount of weeks, and so I wait it out and then don't sign up for the next session.
I figure it's a good lesson in discipline and sometimes if you stick with something long enough, you get good at it and start to like it. That's happened to me many times, where I hated something with all my heart, and then I ended up doing that thing for years and making it a huge part of my life. I would never quit something in the middle of a season (or whatever) no matter how much I hated it, although every time I made the tough decision to cut something out of my life it hurt, even though I wasn't liking the activity anymore. I guess I'm too attached to my traditions.