I feel that they should finish out their term and commitments to those that elected them unless there is a strong personal reason that they cannot finish it. The most recent example that got a lot of discussion was Governor Palin who resigned with almost a year left in her term. There were arguments about why she resigned and whether or not she is a "quitter", etc. and, in most cases, if you have chosen politics as your avocation, then quitting in mid-term or before the term is completed is a career disaster. In Governor Palin's case, I am a bit more flexible in that she and her family were victim to unprecedented critical abuse, jokes, out and out lies, and frivilous law suits that were affecting her ability to perform as a sitting Governor, etc. and, maybe, she actually did the right/smart thing for her and her family as well as the state of Alaska. It remains to be seen if she can move past that with the American public and maintain her popularity at the national level.
Senator Martinez has not been under the duress of Palin and has no obvious reason for stepping down at this time. My guess is that he may have a health or other personal reason that has not been made public as yet, we will just have to wait and see.