This is one of the (many) reasons Dark Souls is such an excellent game, but the same can be said of any game not afraid to create a large challenge for the player. In general, I think the amount of satisfaction you feel when you overcome a challenge, is often proportional to the amount of frustration and despair you feel while getting there. I remember being really tempted to use a guide in Grim Fandango (especially for that damn cat racing puzzle), but I took pride in the fact that I didn't and that I eventually finished the game by my own puzzle-solving skills alone.
Still need to go back and play Sam and Max at some point - for some strange reason I 'missed' that game.
I finished most Lucasarts games without a guide: Loom, Grim Fandango, Monkey Island I-II-III, Day of the Tentacle, Fate of Atlantis, The Dig, Full Throttle.