Peter at Cinematical asks an important movie-theater-viewing question: do you watch the closing credits of a film? Some people like to remain in the dark with their thoughts, mulling and chewing over what they had just witnessed. There are films certainly demanding that kind of thought, and I suppose Atonement (the film the post mentions) is one of them. I haven't seen the movie, but I read the book, so I know how it ends. I don't think it's giving away too much of it to note that Atonement falls in line with so many love stories - think of Casablanca or Titanic - but with a unique twist. From what I understand, the twist of the movie is the same as the book.
Anyway, back to the question at hand. For me it's a matter both of my company (is she ready to go now, or what?) and of the film itself. Some films offer final scenes after the credits have run. The Pirates of the Caribbean films certainly utilized this trick. I don't know of any indie/art house type films that have done this, or they haven't done it memorably enough if they have.