Re: Is it considered 'cheating' . . .
Ask yourself this: "Who's being cheated?"
You? Only you can decide that for yourself, and only for yourself. You can't tell me I'm cheating, because I certainly don't feel cheated. I get the same end-results as anyone else who does it any other way, and that's all that matters.
The audience? They came to see a show/watch a band play music in real-time, not to listen to a CD player over the P.A.. Would any of them care how you got your feedback, or would their concern be more for what you did with it; how you incorporated it into your performance, and thus their entertainment? I'd assume they wouldn't walk out on you for using a pedal to entertain them. Other guitarists might, but you have to expect that if you're making music specifically for the 2nd-most self-important dooshnozzles alive (we're right behind singers).
The people who get the same effect "for realz"? Ted Nugent and his Byrdland and cranked Marshall? Screw 'em, their opinions on the subject of what anyone else does to get the same results are inconsequential to all except the sheeple.