Both. Games should be enjoyable, and if something particular is annoying, say like Dead Rising for example, it's time to cheat. It depends where you get your sense of accomplishment from. Do you want immersion, or completion? Do you want to play the shit out of this game, or just beat it. Some games just take WAY to much time to play, some are way to great to stop playing. So it depends how you get your satisfaction.
I typically play through a game by myself, no cheating, no guides, and on hard mode (unless it's REALLY fucking hard). If there's any replay value I'll play more/again, uncovering secrets and whatnot. But stuff like Metroid and Zelda, yeah, nobody should be collecting every missile upgrade and heart piece without a guide. Fuck that, waist of time.