Filben: How do guys feel about this one?
Same as you, I hate it but I've hardly ever finished one without doing it. For one game (Gabriel Knight 2), I actually tried to analyze why, taking notes whenever I got stuck and had to use a walkthrough, writing down the reason I wasn't able to solve it on my own. And sadly, it turned out to be the 101 of bad game design: pixel-hunting (oh, there was an item or exit hidden here behind that tiny hotspot), railroading (there's nothing of interest here now, oh, but all of a sudden there is, why didn't you come back and check again?), changing of rules mid-game (ok, up until now everything important was automatically written down for you, but not this time, this is a PUZZLE!) etc. etc.
I think most point and click adventures need more in-game hints. Not an in-game hint book, but actual hints given in the character's speech lines. On the most basic level, for example, the player character should never just say generic stuff like "That doesn't work", but give a reason why it doesn't work. And it should make sense.