Depends. I admit that I've level botted in the past on a few MMOs, but that's generally because I hate re-leveling new characters and considering that I had to level on multiple servers, it was tedious and time consuming. To be fair I was raiding for multiple servers/guilds at the time and on the same class/spec that I already knew how to play. Whatever gold that was earned from leveling in the game went back into upgrades on things that wouldn't affect other players such as in game gold purchase-able mounts, leveling up mount speed, ect. By the time I finished leveling to max level with all mount speed purchases, the left over gold was like 50- barely anything. But I've never cheated with economy, farming, crafting or PvP/Dungeoning/Raiding. Those were things I did myself. I never got caught or banned because I wasn't doing things that would affect everyone else's gameplay. When I reached max level I geared my characters myself and was physically present to raid and build up personal resources.
I have no interest in letting a bot do everything for me. I still like the challenge of building up my own in game money, hunting for materials, leveling up crafts and collecting stuff. It's just MMOs get really really boring when leveling alt characters after knowing all the questlines, zones, ect in order to get to the end game stuff.
In regular games, never, because that ruins the fun. I've added mods that gave the game a new twist, but that was it. The mods were enough for me to be challenged by the new additions.