This is an issue I have been dealing with for years. How much effort do I put into an album that doesn't immedeately show any signs of being something I can love. I have been rewarded for sticking with some albums, but I also have a collection that is bloated with releases I think I should or will be able to get into at some point, but haven't yet. Sometimes I want to take every CD that I don't love and sell them.
It was much simpler when I could only afford one or two releases a month.
There are certain albums that I absolutely loathed from the first few listens, but kept trying, thinking that I must be missing something. This especially happens to me with:
1) Dense, heavily layered albums, that I feel are just blown out of proportion, but with further exposure, begin to pick up snippets of brilliance which compels me to keep listening until I manage to untangle the whole mess. Of course, this is provided, that the sound on the album actually helps in this endeavor rather than just interferes.
2) Albums that seem poorly produced, without being too harrowing on the ears, that don't really let you hear what's going on there under the surface at first, but with more listens or more suitable audio equipement you get accustomed to the production and begin to pick up things you haven't heard before.
The issue here, however, is that of backward reasoning. What I mean is, that a lot of the albums that get discussed here are considered classics in the underground, so many people already having that in mind, listen to these records trying to establish what is that merited a certain album its classic status, and they either "get" it eventually or don't.
Of course, this also depends what is it actually that you're looking for in music: killer riffs, catchiness, virtuosity, atmosphere or any combination of these.
A lot of albums whose prime feature is atmosphere, for instance, are often built on repetiveness, meandering song structures, minimalism, so obviously, people who are not looking for atmosphere will write them off as boring.
In the same way, people who are looking for atmosphere will probably regard albums whose main strength is virtuosity, with flashy solos galore and tempos that change every few seconds for no apparent reason as tedious, since they fail to maintain a single mood throughout.
So you see, it all depends on your perception of things and what is it that you're looking for in music, in general.