I have a very specific definition of "cheating" when it comes to games. If you're using exploits or external devices in order to beat the game, or to complete a specific challenge, that's cheating. If you doing such things just for the purposes of screwing around, that's not cheating. That being said...
I used a Gameshark on Katamari Damacy in order to unlock Endless mode for the stages you could do this on. I mean, nowadays, I'd be able to unlock this without much problem, but I DID need to do this back in the day.
I also used a Gameshark to max out every single item in Final Fantasy X. Not to beat the game, but to beat the super-secret boss in the monster arena. I used the items to completely and perfectly max out all my character's stats in the Sphere Grid. Really... it would have just been quicker to put in a "instant win" cheat and be done with it.
I used an Action Replay in the later versions of Pokemon to get any item I want. Really, I only do this as a shortcut to make competitive Pokemon. I never hack Pokemon or moves, and I breed and EV train normally. And I beat the game without cheats.