I use compression pretty much all the time on my clean sound, mainly for a little extra sustain, and occasionally on my dirty sound as and when i feel the need for it, i don't consider it cheating, i mean who or what are you cheating? your just getting the sound you want, cheating can be defined as the act of lying, deception or trickery to obtain an unfair advantage, i don't really see how using any widely available effect can be considered cheating.

My 2 cents. :)