I will always attempt to play a game without cheating but if I get stuck at a particular part for an hour + with absolutely no progression and their is nothing I can do about it (grind levels before hand) then I will resort to cheating. that being said I do not consider glitching the game to be a form of cheating. and depending on the game will actively attempt to break the game to make it easier using glitches (except money/leveling glitches as that ruins the fun).
I also have exceptions to this rule. If I am cheating at a game just for fun and do not progress through the story mode any then I will always go to it. A major example being in the ps2 grand theft auto's, I always seem to revert to entering the cheat codes for tanks, weapons, the dodo cheat (flying with the tank), armed npc's, and hostile npc's just to see how much destruction I can create/ how long I can live, or just to get to the last islands.