I know not everyone shares the same outlook, but one of the reasons I play a game is for the discovery involved in playing it, mastering it's systems. Buying a strategy guide would ruin that, making the game less valuable to me.
If I had bought a guide for, say, Deus Ex, and played through it according to the guide, I can guarantee that I wouldn't have near as many fond memories of it. I would have most likely completely forgotten about it.
Also, isn't it a failing of the game if it requires someone who's reasonably intelligent to consult a guide to proceed past certain points? Why should I pay even more money when it's most likely a bad design decision on the developer's part.