I know screenwriters and novelists who have failed to complete a play, but I never have met a real novelist or playwright who has failed to complete a movie script. And truth be told, in movies the script matters less than many other things... I know people in New York who have written more than five scripts and none ever took any real interest in their scripts.

As Maryn said, it is much easier to sell a play than a movie script --but from experience I can tell you that it is much more difficult to write a play. It is my belief, moreover, that you may find more satisfaction in writing a play... since no producer will tell you beforehand what he needs from you. With American movies I have the impression that if you are not a big name, you can have a saleable script only if you answer to some call of interest from producers (if for example there is some screenwriting contest about a given historical context, a given social issue, etc.)