When I ifrst started playing final fantasy I didn't use guides. The first time I did buy a guide I found that I had more items then what the guide told you about. It wasn't until the harder games, 10-2 and 12 that I based my game on a walkthrough.
When you use a guide all is good. You make sure you get everything (or almost everything), and you only have to play once.
When you don't use a guide you explore and feel more achivement. Sure you might miss something or get stuck, but if you figure it out you gaming skills go up.
So what about you? Do you use a walkthrough?