I try really hard not to on the first run through. With Zelda: The Phantom Hourglass, I already had a site bookmarked because I knew eventually a puzzle, or boss, or something would trip me up because every Zelda game has to date. But I always make sure I limit my exposure to a Guide so I don't ruin any of the surprises or fun after I get past the tricky part.
If the game involves a second run through, then yeah, I'll go ballistic with a guide and do everything the game lets me do that I enjoy. After that, if the game can hold my attention for further runs through it, I'll do it all without a guide, but refer to it more relaxedly then the first run through. "oh, there was an ammo cache around here somewhere... where is that guide"