I've been using two raw tweaks in almost all worlds for some time now; that is, I remove goblin clothing and aquifers. I do these to reduce hassle and frustration.
The goblin clothing removal is in my view not really "cheating". It mostly reduces clutter, and I don't see excessive clutter as a challenge as much as a nuisance. Also as a result I don't get ridiculously expensive narrow giant cave spider silk clothes for trading. Removing clothes might have a small effect on combat (?), but I would suppose the effect is not very significant (I could be wrong, but I think I'd do it even if I found out that's the case :P ).
Removing aquifers is a more complex issue and could be viewed as cheating. However, I've found that I practically never want to embark on an aquifer anyway, and having a world full of aquifers only makes finding a suitable site time-consuming and frustrating. This is exacerbated since I usually generate only small or pocket worlds to reduce save/load times. This makes it very much worth my while to simply remove aquifers entirely. I will very rarely generate an aquifer world to try the challenge, but I've found that for me it's just not that fun.
I also use Dwarf Therapist or whichever labor tool is available. I don't consider that cheating at all, since I don't view the interface as part of the challenges of a game :)
I've occasionally used memory editing utils to heal/kill dwarves/critters/pets. This is obviously cheating. One example was when I had spent an hour or so designating my brand new fortress, and after unpausing for the first time I discovered a giant cave spider next to my wagon. However I tried, I couldn't stop it from killing all my dwarves in 10 seconds, so I zapped it with a util. I consider that a very worthwhile foray into cheating :)
Finally, I sometimes savescum to save my fort or recover from grave errors. This is of course cheating of most abominable proportions and a personal weakness which I have spent years trying to abolish ;)
Oh, and I used the orcs once but they never showed up :(