I do welcome a good built-in walk through, If the game have too many paths or gallery (options) or trophies to go for. Nothing is more annoying or frustrating than to keep replaying certain scenes/chapters and can't figure out what you kept messing up.
Anytime I am forced to play a racing mini game, that is mandatory for the story. I just quit the game all together. I think GTA4 had one at the start so I returned it after 45 minutes and got a refund.