"That's it - I'm quitting. I've been practicing [x] for months now and I'm not getting any better. How long is it going to take for me to learn this thing?"
With so many concepts and techniques to learn such as scales, chords, arpeggios, rhythms, strumming, picking, fingerstyle, bending, and slides (to name a few), it's only natural to have both option anxiety (i.e. "what should I learn now?") and progress anxiety (i.e. "should it be taking this long for me to learn [x]?"). It's hard enough to stay focused enough to learn, absorb, and assimilate a particular concept without continually questioning whether the manner in which you are learning is actually working.
For me, the most effective way to deal with these types of anxieties is to get back to why you are learning the instrument in the first place: the music. When I say "the music", I mean the comfortable execution of a musical idea. It can be a song, a melody, a riff, a lick, part of a solo, a one-bar phrase, or any other things you can play that feels good and objectively sounds good. When a musical idea fits this criteria, it takes on the characteristics of what I like to call a groove. It doesn't matter if the groove doesn't contain scale [x] or chord [y], or use concept [z]. The only thing that matters is that when you play it, you dig it, other people dig it, and it reinforces why you play music in the first place.
A great source for these kinds of grooves is the increasing number of play-along book and CDs that are now available. A recent arrival on the sheet music scene, play along packages come with the sheet music (and tablature if applicable) of songs from your favorite bands and artists, and a matching CD that has a live band playing these songs minus your part. So you're the one who completes the music by "playing along". There is no better way to improve your playing and comfort with an instrument than by playing in a band, and this is the next best thing (plus you don't have to worry about waking up the neighbors). Imagine being able to play along with Stevie Wonder's greatest hits or to jam with Van Halen?
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From Active Musician Website