I usually have a walkthrough open that I can flick through when I'm playing a game. I never actually read the advice they offer for progressing through the story, though - I look at the maps, sidequest info, and occasionally enemy and character statistics. I have a lot of games, and I get weird compulsions to randomly start playing them. It'll probably be at least a year before I get around to a second playthrough, so I like to get everything done on the first go around. Plus it means I don't finish the things in under 10 hours and come away extremely pissed off that I even bothered buying the game.