Olympia463's story above reminds me of one of my earliest lessons and I hope that I never have to put into practice what I learned.
It was one of my first flights in a high performance glider, an Olympia 463 was considered to be high performance in those days, and I had an aerotow out to the West from Twinwoods Farm which was a small satellite airfield to the RAE at Bedford. The Tiger Moth tug towed me straight out to the West towards some tempting looking Cumulus clouds which were still some way off when I released at 2000'. For a time a carried on westwards until I eventually realised I would never reach them so did a 180 to return to the field. Now down to about 1700' I was horrified to see how far away the airfield was. With two villages to cross and nowhere else obvious to land and, realising that this brand new glider did not yet have a trailer, I thought it would be embarrassing and awfully inconvenient if I landed out such a short time after taking off. So I continued back towards the airfield in a highly stressed state. As I got nearer to the airfield the situation improved and I thought a downwind landing might save me except that the short runway was occupied by the tug and another glider and there wasn't much useful space elsewhere. Eventually they took off and I realised that I did have enough speed to complete a fairly normal landing into wind. Of course, I later realised that the unaccustomed penetration and speed which had taken me so far from the airfield would also bring me back. However, with the information I had at the time, I am aware that I made the wrong decision in putting myself into a position where failure to succeed would probably have led to a serious accident. I hope that I would never again risk my life and an aircraft just to avoid inconvenience.
Over the years since, I have read countless accident reports where pilots have unsuccessfully risked their lives to avoid inconvenience. The classic of course is the fatal turn after an EFAT. There was a very sad reminder a couple of years ago when a light aircraft out of Lydd lost engine power while a short distance out to sea. Instead of taking the shortest route to land the pilot headed back towards Lydd, closing the coast at a very shallow angle. Once he realised he could't make it, he had not left enough height to turn into quite a strong wind for landing. The result was sadly fatal.