This thread is so interesting-I'm glad there are so many different approaches to game playing. I, for one, am memory challenged and find it hard to remember where I've been or what I've done, so for me the WT is like a road map. I play along on my own for as long as I don't feel stuck or lost, then refer to the WT to see what I missed. With games that I feel are fairly possible to figure out, I keep a WT bookmarked and only call it up if needed but for some impossibly difficult ones I will just give in and print it out.
I like the Nancy Drew game's method of giving you a checklist of things that need to be accomplished as you go along. I usually don't need a Wt for those most of the time. I believe the Tex Murphy games have a checklist, if I remember correctly.
As for some other games-I find parts of them difficult even with a WT! Thank goodness for those intrepid souls who write them for us