In past games yes. I would use them everyday and every time my health or car was touched. When I would mess around I would put in some to have fun.
As for IV, I used them once and quickly restarted my save file (third playthrough). I guess it's because the game was well known for not having good cheats compared to the other games. In V I don't see myself using cheats unless they go back to the ps2 days which i don't see happening. I will however not use them on my first playthrough.
I found the messing around part of GTA has shifted to online, free roam for me. I spent 90+% of my time online in that mode just screwing around.