For the main quest, I have used them occasionally, but only as a last resort. Everyone probably has a different idea of what qualifies as being "stuck". For me, if I've spent 3-4 hours trying to figure out where to go or who I need to talk to in order to advance, then I'll probably end up consulting a walkthrough. I really don't like to use a walkthrough on the main quest, so I'll wait until it really feels like a lost cause before consulting the walkthrough. If I'm stuck because I'm sucking at the game (bad strategy or bad timing/pattern recognition) then I'll usually just keep fighting through it.
After beating the game is a whole other story. I usually like to get all the collectibles, and I'll make an effort to collect as much as I can on my own, but there comes a time when I don't have the patience to continue scouring the world for things, especially if I'm not even sure how to acquire said items. So I generally consult a walkthrough for optional content at some point after beating a game. I still like to do things on my own, but I don't press it as hard after beating the game.