Some people say they can still learn from the game, but this is not entirely realistic. The stronger the opponent, the less real effort he puts into the game after it's won, and so the actual level of the game will not be as high as it was. It appears the people claiming this never consider whether they can learn more from a new game, for which the opponent still has a good chance of agreeing to unless he has been dragged deep into boredom. And, furthermore, while winning may be a joy, just how joyful is it to win after boring the opponent to close to death?
Strong players should be good judges of when the game is lost. Weaker players have more leeway, both because they may not be good at counting and because their play is inconsistent. Handicap games can also be difficult to estimate since a much stronger player can sometimes catch up 20 points or more in the endgame. The main guideline is simply to be reasonable, and resign when you think you can't win any more. If you are unsure, try talking to your opponent or an observer -- asking the opponent is a good idea, especially if (s)he's the stronger of you two, as it implies you might think him stronger and thus is courteous.
Continue to Starting a game.