I use walkthroughs if I can't find a door painted jet black in a game as pitch black as it would be if I had actually turned off the TV and not noticed and for particularly hard boss fights. Then there are games that utterly freak me out and I either want to know the next enemy encounters (Condemned, BioShock) or where EXACTLY to go through the room or section so I get through it with minimal heart attacks (F.E.A.R. 2 massive room filled to the brim with escaped Abominations).
I only use cheat codes after I've finished a sandbox game so I can dick around...except if I'm playing GTA (only ever played II, III, Vice City and San Andreas) because I have done like three GTA missions in my life and they bored me. So all I do in those games is dick around, which means infinite ammo, all weapons, max stars, spawn a helicopter, go to the highest point in the game, survive for as long as possible.