Good question... Most times the dead ends are clearly marked with flashing signs that say "Warning: to proceed further violates proven laws of physics." Those are fairly safe to turn away from. (One example, I had what I thought was a really great idea, I spent a couple of hours thinking on it... finally I realized that for it to work you had to violate basic conservation laws governing atomic transitions. That was the end of that. It was a dead end that was easy to identify fairly quickly- many are far harder to identify.)

Other times you are given indications that you have to travel a VERY long and hard road to travel before you know you are on a dead end. For instance large costly experiments must be done, etc...

And then there are the paths that wind and fork multiple times giving you hints that it may be worth it in the end if you just keep going... I think string theory is in this category...4 things can happen...

1) You keep going and hit multiple forks in the road that lead to dead ends... and finally give up, convinced that since every branch on the path turned out to be a dead end, they all are.

2) You keep going and never reach the end, or you find the end and it turns out, cruelly, to be a dead end.

3) You persist and discover something truly great... (#3 is the rarity... but people play the lotto, the promise of a big payoff attracts scientists and gamblers alike)

4) You become obsessed with following the path and not finding its end, you forget the original reason you started on the path was to learn something about reality. This has happened before.

I am afraid #4 MAY be the way string theory is going... but I am not qualified to really evaluate the field...