I wouldn't say it is cheating. And would you really restart the game every time you got spotted?
Kind of off topic, but have you gone for a no kill game? If so how do you get past (in Act 2) the two guys in those suits while you are on Drebin's truck (when you go by the mansion). I tried stun grenades, the pistol, and the rifle, but none of them would stun or put them to sleep. Otacon kept telling me small arms fire won't work, so I just killed them.