There is something to be said about going out gracefully. I got thinking about this because of how Alex Rodriguez is acting in his last week as a New York Yankee. The Yankees gave him a way to go out gracefully. Upper management announced when his last game would be and told him that, after that, he would be a special adviser to the team. Most people would have taken that and rode off into the sunset: not A-rod. He wants more time. He wants to play third and not just DH. He complained to the media that he wasn't playing enough. he is NOT going out gracefully.
Many athletes have gone out on their own terms. Derek Jeter, Kobe Bryant and Peyton Manning come to mind. However, for every Peyton Manning, there is a Brett Favre. He held on too long and should have retired much sooner in my opinion.
This idea can carry over in the rock world too. One band comes to mind: KISS. The shows are not well attended, the members are a revolving door and it is hurting the bands legacy, in my view.
There is much respect to be gained my knowing when to say it's time to move on. That is true in sports, music and in life. Don't be afraid to take your life in a different direction and move on.