I rarely do it. And I never did it in my youth. I would just blast through it and will my way past everything. But now that I'm old, I don't see as much value in it. I know I can overcome anything, so I don't have to prove it to myself anymore. So if a game is designed unfairly, I will put it aside for another day. Whether that day arrives is anyone's guess, though. I have games now that I've put aside for years. Hopefully, I get the desire to pick them back up. But if not, I don't care.
Now, as for online games... if I suspect the game is allowing other players to get an unfair advantage via lag, or something like that, then I leave immediately. No tolerance for that. There is no point in raging about something you can not overcome. Best to just leave and try something else.