I think I sat all the way through the credits for more than half of the times I went...but then, I like to do that with most movies. I like to listen to all the music.
I don't usually watch the credits, of course I usually don't even watch the movies. On my first viewing of FOTR, though, my family and I did sit through them - so did the entire audience, I think everyone was just stunned, and couldn't move.