Folding when you're beat is the best way to save your chips and stay in the game. It is generally the most prudent decision a player can make in almost every situation. However, at the river, sometimes it's better not to fold, and instead go heads up and see what your cards do for you.
First thing, only do this if you're at the river legitimately. If you road it out on some weak outs, and are sitting with trash, you probably want to fold and stop throwing good money after bad. But if you are holding a good hand and there are just one or two opponents challenging the pot, it may be wise to stay in.
If it's only going to take one more bet to go heads up, you might as well go for it. If you've been in this long, you should have the chips to back it up, and if you're running on low, it may be worth throwing that last bit in on the possibility of having the best hand. You may even want to raise, and see if you can strongarm your opponent(s) off the pot. Of course, you only want to do this if you have the chips.
When you've taken it all the way to the river, and you've already made a huge investment in a hand, sometimes it's best to put out that last little bit of chips and see what you can make of that investment.
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