My brain won't allow me to do this. If there's collectibles to be found I will try my very best to find them all in the first playthrough. I always feel horrible if I just run straight through the game without even looking around for secrets or collectibles. I could make an 8 hour game into a 20 hour game just because of how much time I dedicate to looking around levels to make sure I didn't miss anything.
Then my second playthrough is when I take a second look around to see if I can find the ones I missed. Then if I still can't find them that's when I start using guides.
Of course this is all if I care about the game that much.