All games, except draws, end in checkmate, it's only a matter of whether the players are going to keep on playing or if one will resign before the inevitable.
I find that most games do not end with a checkmating move. If there is a forced mate in play, the loser usually resigns. Some people may be annoyed by this, but when the game is decided, it's decided.
If you mean, how many games come to an end in the middle game, I'd also say not very many. Even games where one player is a piece down move into the endgame before it truly becomes obvious who's going to lose. Those great checkmates one would love to see aren't all that common, at least between players of reasonably close strength.
Most of my games end in the middlegame, and rarely with mate. An opponent almost always resigns before that, and I will resign if I am the one losing. Usually I resign if I am about -4, and my opponents win is uncomplicated. Once I almost pulled off a draw/win with only three pawns for a rook. Unfortunately my opponent was too good to lose that win.
Edit: I just realized that I never answered your question. This is just a guess but I would say that about 1% of my games end with me getting mated, and maybe about 3% with my opponent getting mated. This is in correspondance style, not blitz.
Not counting the endgame checkmates, which tend to be yawningly boring.