Better to Not Make The Playoffs At All or Collapse Late?

As a Yankee fan I am usually rooting for my team well into the month of October.  I however know a lot of people who root for teams that are either usually on the cusp of making the playoffs or are just plain terrible and never have a shot.  So as a fan, is it better to have your team not make the playoffs at all, or fail late?

Right now I know a lot of Boston Red Sox fans that are very nervous heading into the last few games of the baseball season.  The Sox came into this year as the favorite as many to not just win their division but also win the World series this year.  Fast forward to September and the team has lost the division once again the the rival Yankees and are now in danger of losing their Wild Card lead to either the Tampa Bay Rays or Anaheim Angels.

Lets take a look at the New York Mets now.  Out of the gate this year, this team looked like they were going to surprise everyone.  They were able to hang in with a very tough Phillies team and the Atlanta Braves in their division.  Unfortunately that didn't last and now they have been very much eliminated from any kind of post season berth, and have been for some time.

This seems to be what most Met fans are use to.  Even when they are doing good, I find that people who root for the "amazin's" are still more of the glass half empty type.

With all of that being said, is it better to move towards the end of the season, no matter what sport it is, knowing that your team has no shot, or to see a complete collapse?  Now before "Saux" fans get on my case, Boston has not been eliminated and could very well make it in.  I am just wondering if you would prefer knowing your team has no post season future early, or finding out late.