I haven't played a game that required cheat codes in years. But, I've absolutely used them. No shame. Hell, my enjoyment of the game probably increased.
EDIT: As soon as I posted this, I remembered I did use a Pro Action Replay on an RPG called Tsuginai for the PS2. The final boss was a maniac, so I used cheat codes to become super powerful in lieu of level grinding. It was so worth it, because that game was worth playing from start to finish.