I finished all of them one by one and some of them several times. I am fan of it and I know some trick for each one. Not cheats only tricks.
For example at Vice city. If you want to have 150 armor instead of 100 you need to kill enough bad people as a cop. but only way to do it get a tank. people does it with cheats. but there is a way to get a tank without cheating.
There is a pharmacy in second part of vice city it had bullet proof glasses. get some cops behind of you and get in there. kill all cops who tryes to get in pharmacy. because of you have heal up bonus in pharmacy cop cant kill you . stay in tehre and kill cops until you have soldiers outside.
as soon as you get soldiers with tanks let them blow one of their truck (when you stand behind of the truck they shooting at you but they hit their truck and soon it explodes stay far enough from it.)
when they dies you have aprox 10 seconds to get in a tank.
than if you manage to get in go directly to car garage on the way of the airport. save your game there. than right after save you have your personal saved noncheat tank to kill bad guys a cop