In my case, it depends on the game and the situation that I'm in at the moment.
For example, Total War Rome 2: I really enjoy the era and whatnot, but hot damn if Creative Assembly made "beating" the grand campaign with those massive victory goals a pain in the neck. Without a trainer, I was almost 250 hours into a campaign where I was beginning to get bored and considering just quitting the campaign and starting a new one. With a trainer, I was able to pick up on some Steam achievements AND actually complete a grand campaign for the first time since the game's release.
The above is purely from a specific situation though. For the most part, I do it because I just want to see the story of the game (RPG's mostly) without having to reload constantly from dying all the time.