I know the page I have linked-to below is probably too basic for folks who are members of this forum. So forgive me. :)
Still, when a 'core' question such as the above comes up, I think it is a good idea to take a fresh look at where one stands relative to basic principles of how to succeed with AdWords, before throwing in the towel.
All that said, here is one of my favorite pages in the AdWords Help Center:
Tips for success
The topics covered on that page - which are essential to using AdWords effectively, in my opinion at least:
1. Identify your advertising goals.
2. Organize your account for maximum effectiveness.
3. Choose relevant keywords and placements.
4. Create straightforward, targeted ads.
5. Optimize your website for conversions.
6. Track your account performance.
7. Test and modify your campaigns to get the results you want.