I'd go with both, saying it depends on the game. Honestly, one of the biggest pet peeves of mine is when people call using walkthroughs "cheating". The definition for "cheating" is "the breaking of rules to gain advantage in a competitive situation." Here's the thing, Zelda is not a competitive game. You aren't competing against anyone, unless you have maybe challenged a friend or someone to a speed run off or whatever. I see no reason to not use a walkthrough if you feel you want to or need one to enjoy the game. Other people's opinions on how you play don't really matter. That said, it's kind of up to you, how do you plan on using the walkthrough and for what reason? Will you get a feeling of disappointment in yourself if you do use one? Are YOU still HAVING FUN? I kind of use walkthroughs occasionally on my first playthrough because I really want to see the story unfold. Stories are a big part of games for me, that I really enjoy. I also really like a challenge though, so I like to avoid it when possible as well. In fact, I would love to have more difficult dungeons in a Zelda game. Maybe a dungeon, temple, castle or even a palace that doesn't have a map, but maybe just little hints lying around that can tell you about the secrets of the area.
Anyways, I think it's kind of up to you. If you want to get through the story, do as you wish. I'm just not a fan of cheating when it comes to playing online. Unless you just aren't all that good, even with the cheats.
I like to go on my own, but I'll use a guide if I feel like it.