When I was playing the game to beat it the first time? No. Not even Missingno. I was one of those dumb kids who took Pokemon really seriously and believed the rumors about Missingno and GameSharks killing your cartridge.
When the game sucked, it was a 20th playthrough or something, or I was just dicking around and not intending to finish it? Yes. For example, Bugdom (this old iMac game) and all of Big Rigs.
I do, however, take advantage of loopholes when I can find them. For example, Fire Emblem Gaiden. The Villager class could promote to the Mercenary class or three other classes. The Mercenary could promote to a Hero, which would then promote to this kickass thing with a hard-to-translate name (I just called it the Magic Knight; it looked like a ninja basically but had a killer Magic Def), and then you could promote it back to the base class Villager, and he wouldn't lose any of his stats. So you'd have this little guy with a dinky sword and straight capped 40s after doing this once or twice. Then you could send him up the Archer class tree, at which point he'd get a horse and have a 1 to 5 square attack range on top of increased movement. So because of one little loophole you could have about five completely indestructible units running around the field.
tl;dr I think glitches and loopholes are ok, cheat devices aren't. And I agree about not using it in multiplayer.