Nearly never. I think I cheated on a Swim roll once and that's because I didn't want the ignominious death of drowning. So sue me.
Even as a DM, in the past four or so years, I rarely ever fudge the dice, and the one time I remember doing so was to a player's benefit. He missed a saving throw versus a death effect by one. So I just decided that was good enough and told the player he'd succeeded against the DC.
As a DM, though, I've found if things aren't going as planned - encounter's too tough, not tough enough - that I don't cheat, I'll just alter the tactics a bit. Which often enough proves to be all that's necessary.
If I ever caught a player using cheat dice, they'd be tossed into the nearest inconvenient place for me to toss them. The garbage. Preferably, outside, at night, into the most wooded place possible. I'd also probably strip the character of a number of abilities, if I didn't out-right boot the player from the game.
Seeing as how I really only game with friends, though, I'm not too worried about cheating, and if it did happen, I wouldn't immediately be too harsh. I'd just wait until after game to hammer things out with whoever did it and see what kind of stupid reason, if any, cheating was being done over. I can't fathom there being a good reason, but as most of the people I've gamed with, I've gamed with near about since I've started gaming, there might be...something.
So I've cheated, I think...twice in the past four years? And before that, eh, can't even remember. Likely a bit more, I'll admit, but then, I was also a halfwit teenager. And even then, it was sparing. I've certainly never used, much less owned, a loaded or differently marked die. If a player admitted that, oh, he'd cheated twice during the whole run of a campaign, and I'd shrug and continue on with my life. No biggie. Once a game, though? That's ridiculous. If a player were regularly cheating like that in a game I'd ran, I'd want to throttle him. All the way through, every roll? Dead. Dead player, dead player, dead player.
I've a number of words that aren't grandmother polite at this moment. I'll end this now.