If they have a mate on me, I let them have the satisfaction of finishing it off. They earned it.
With that said, I usually grind to the end anyways, even going for a stalemate if nothing else. I've seen major flubs even in the last couple moves that have flipped games.
I am quite a beginner. Can I conclude that? If I down a Queen or big pieces, I can resign. But if I see that I will get checkmated or in the endgame and I'm lost, I should let my opponent checkmate.