I tend to resign too soon, so something that helps me when I think I've lost, is to try to play a few moves in different places I feel my opponent has some weakness. If his responses don't lead me to believe that things will change, I will resign after 3-5 attempts.
(I think something like this was mentioned before in the thread)

Still, as others said: If you don't know if you've lost, keep playing. If you feel you might be annoying your opponent, ask. Fretting about it won't do you much good, since it's harder to focus on the game.

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a1h1 [1d]: You just need to curse the gods and defend.
Good Go = Shape.
Associação Portuguesa de Go

This appears to be good advice. But there may be a problem with this especially when playing at smaller board sizes. For example - can you imagine the embarrassment to play on not realizing you've already lost when trying to play go games at a faster clip - say at 9x9 size?

At 13x13 I could see this advice working but not at 9x9.

I don't think it would matter that much in 9x9, since the games are relatively short and fast. I don't feel that bad resigning 9x9 games too early, so I tend to just resign those and start anew, unless it's some sort of tournament. I tend to take tournaments pretty seriously.

And don't forget that asking is always possible.

Edit: An added note on embarassment - I recently had a 19x19 game where a group of mine was separating two large groups of my opponent (one eye-less, the other one-eyed). Not having read thoroughly, I thought both of his groups were dead, and had no idea why he wouldn't resign. Around 30-40 moves later, he showed me that I was short on liberties on that group, and had been dead all that time. He had been wondering why I wouldn't resign!
That's much worse. I've had one of these "lost game a long time ago" against a visiting japanese high dan player. I felt awful when I realized I had been wasting his gracious time all along.

I probably should have asked.

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a1h1 [1d]: You just need to curse the gods and defend.
Good Go = Shape.
Associação Portuguesa de Go

The correct time is when the opponent is so confident in winning that they give you more time. Funny that, I have yet to encounter an opponent who would give me more time when I was in the lead or the game was close.

I'll do that if I'm enjoying the game and not in a hurry.
However, lately I always play automatch KGS on android, and I don't think it has that option (or at least couldn't find it).

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a1h1 [1d]: You just need to curse the gods and defend.
Good Go = Shape.
Associação Portuguesa de Go

If its a friend I'll give more time, and if it's an exciting game for both I will, but if one player has overcome repeated mistakes by using his time to read his way out of the holes he has made, then I don't think it's really fair for him to ask for even more time once he runs out.

Yeah, I was not talking about people asking for time, I meant giving time to an opponent about to time out, even without him asking, if I'm invested in the game.

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a1h1 [1d]: You just need to curse the gods and defend.
Good Go = Shape.
Associação Portuguesa de Go

If you count, that you opponent can afford to make one big blunder and still be well ahead then it is good time to resign.

If only you would follow that rule Matti, I would have beaten you at London . But I made two big blunders and lost by 2.5 . Against me that rule should perhaps be modified to "if your opponent is in byo yomi, don't resign unless you are over 150 points behind", as I have been known to squander leads that large.

However, if your ahead, you have nobody.