I generally don't care to use cheats, so I don't notice their absence and think it's just peachy when a company decides to put all the cheats in a DLC. Saint's Row 3's tended to be things like being immune to bullets, having infinite ammo, etc. Mostly just stuff that made the game more boring if you turned it on (and then oops, they neglected to include a way to turn it off since they were put in the game as upgrades you could buy for your character with in-game points that you got from playing, the same as all other upgrades, if you had the DLC that added them to the game).
I also tend to consider the pre-order bonuses that give you extra items to be cheats too, for that matter.
The one exception would be when a game glitches out and I need a cheat to fix it, for example, playing through VTM:Bloodlines I got stuck and couldn't move, and needed to turn on noclip to get free; It also happened in one of the Mass Effects on 360, and there was no noclip cheat because 360, but saving and reloading freed me IIRC. Or for testing things, I suppose. There's a testing mod for Dominions 4 which is basically cheats so you can wish for things and test spells and army configurations and stuff easily.
The only rescue I remember in BL2 is Mordecai's bird, which was impossible to succeed at because of the railroad plot. Of course, I never finished the game because I got tired of wading through the thousands of enemies. Felt like I was playing an MMO, except without all the other players running around...