If you're playing a game in your home for your own enjoyment, then there's no such thing as "cheating." I remember when I found the Debug Mode in Sonic 2, I started having so much fun screwing around with that, I gave up on trying to beat the game proper. But I was having fun, which is the whole point of playing games to begin with. I would never pretend that I've actually beaten the game though, even though I've seen the ending a billion times.
That said, if you're in a contest, challenge or competition with other people, obviously there are going to be rules, and breaking the rules would of course be cheating.