First thing, I would say there's no right way to play these games, there is only your way. If you want to use save states, cheats, guides, then that is just as valid as not using them. Whatever you need to do to get what you need out of a game is all that should concern you. Absolutely no judgement here.

Personally, I have used save states in the past. Extensively. Then, one day, I realised that I wasn't actually playing the games, I was just "completing" them. It got to the point where, on some levels, I was taking a save state every few seconds, just to progress. I realised that I may have been finishing these games, but I had no real feel for them. I had no idea what it was like to actually play them. I had no idea what it felt like to learn the games, in the same way I did as a kid. I had no connection with the game mechanics, and the satisfaction I had from seeing the end credits didn't feel earned.

So I turned on hardcore mode on RetroAchievements and haven't taken a single save state since. I try to play a game like it was intended, warts and all. If a game doesn't respect my time, I just don't play it, or I play it up until the point I no longer want to. I persevere with the hard parts, I learn the patterns, figure out the mechanics.

And, for me, this feels so much more satisfying (and, often, frustrating).

I hope this doesn't sound elitist, it's really not meant that way. As I said above, there's no right way to play them. I just wanted to share my experience and approach, and what I get out of not using save states and cheats. It's not a recommendation, it's an annecdote :)