If I really like an FF game the first time around I will either finish it once on my own, then take the second game and totally decimate it with a walkthrough, or start a new game and play with a walkthrough so I don't miss any sekrits.

After that, I play it alone but use a walkthrough if I forget exactly how to find sekrits. I like to make a list of valuable items or collectibles I want to collect around the game before I do things too.

If I don't like it so much I play it once on my own. If I'm really stuck I use intarbuttz help, but I don't think that's ever happened to me on an FF