I find it very hard to lay down straight flush draws, it's happened to me a couple of times recently, for example:

I have about 1200, blinds are 100/200, I'm on the blind with 6c 9c and there is one caller...
Flop comes 7c 8c Kh, caller bets 200 and I call, turn is x, he bets 400, should I fold here? I can't and I call, river is another blank for me, he bets and I fold... now I've lost half my chips, but I just can't resist the straight flush draws
I should mention that I've picked up 3 straight flushes in as many weeks (and all diamonds!!)
What would people do in this situation? If it's not open ended and they bet enough I would fold, but it pains me...