I prefer full games to episodic as a general rule. However, I'll take what I can get. If there is a game I want to play that is episodic, I certainly don't want to miss out on it. For example, Cognition was my favorite game last year, even though it isn't finished yet. It would have been a shame to have skipped over it just because I didn't want to play "episodes."
@Hamer, you could always do what Mad does and wait until after all the episodes are released to play the game. That way you get the full completed games, and you can skip the games that never complete all their episodes.