Almost all heavy bands put a compression before their preamp to bring the chops up in chugging riffs. Also, shredders all use it to bring up the volume of each pick to differentiate notes in very fast runs with alt picking. Nothing to do with cheating, all to do with getting the most from your gear and imporoving the overall sound. Just like Schmange said, practically everything gets compressed at different stages through the signal chain and mix itself. Then radio compresses the **** out of everything.