I try not to unless I absolutely have to. Completing a game without cheating feels wholesome like you pwned it with your skill.
That does not mean I don't cheat though.
GTA Vice City is loads of fun with cheats on. All guns and full ammo, can take out many cops
I normally stick to premade cheats encoded by the programmers since they are more stable and are meant for cheating. Game shark, and code breaker has the tendency to not load the game properly (in my case, don't know about you guys)