Hearts of Iron 3
I use cheats both to check what-ifs and because of my short temper and lacking patience.Or if I think that something is modelled wrong.
Using the combination described above however gives you more flexibility - ie. you can cheat a little without winning the game immediatly.
See the strengths and weaknesses of trainers etc. and use the other options to work around that. That way Caliber and others font have to waste enormeous amoubts of time doing something unproductive.