The New York Times
article includes the best description of a strategy guide (or walkthrough) that I ever heard: "It's like writing a travel guide to a place that doesn't exist". I must admit I only once bought a strategy guide and I can't recall now for what game it was. If I get stuck in a game, I go for an online walkthrough: faster and cheaper. I do understand, however, that people would buy these books even though the price is usually a bit high if you think what you already paid for the game (that being said, they are probably not the cheaper books to print, in full color and with glossy pages).
rThe article includes some references to the old discussion: is using a walkthrough cheating? I do not think it is. I like games to flow. I like challenges but if a puzzle is too hard, I blame the designer, not myself. Games need to flow. There is a maximum time that you can be stuck on a videogame before quitting in frustration. At that moment, you need all the help you need. Janet Murray once told a girl -maybe it was her daughter- who had to attend to a traditional school after having studied in a more alternative environment. The first time that a classmate showed signs of getting stuck on a test, she got up, sat next to him and started helping him. As far as I recall, the teacher yelled at her, because in traditional education every student is on his own and helping equals to cheating. I bet that teacher doesn't like strategy guides.