How can I avoid incomplete WMS layers when exporting large maps in QGIS 2.6?

Other than tile size, as noted by @Irssvt, you can also set some timeout and tile retry parameters.

Default timeout per connection is in Settings->Options->network->Timeout for network requests

Retry in case of timeout is in Settings->Options->network->Max retry in case of tile request errors.

I coded the last retry parameters in QGIS, funded by Regione Toscana, exactly to solve problems like that you exposed.

Sometime that could occurs with slow connection. You could try to set a tile size for your WMS layer. Change Tile size (e.g 256x256) in WMS Connecition dialog and you see if it works for you:

Sometime it helped me for large compositions. Hope this helps.