I find it more rewarding to do it without cheating even IF some time has gone by. Case and point: F-Zero GX. For those of you who don't know, that game is one of the most devilishly difficult games released in the past few years, and has quite a few absolutely insane things that you have to do to unlock stuff.
I have done absolutely everything in that game except for beating Master as every character to get their little movie skits. There are a lot of things in that game that were absolutely near impossible, and basically required the player to do something completely flawlessly, and basically took hours. There were even a few things that were so hard that I simply gave up and stopped playing. A month or so later, I came back to it, and actually beat it. It grew on me because it was a challenge I couldn't complete, and that ridiculous level of challenge make the game good. Now that I've done all the absurd stuff in the game, I miss the game for providing the most annoying and frustrating gameplay I've done in years.
Yes, I sure as hell was pissed off at that game many times, and I cursed and moaned whenever I got owned. However, I did slowly get better at it and beat the entire thing. Because of that, the game lasted me almost a year, obviously with large few-month breaks because I was just that pissed off. That kind of challenge does not exist in SRB2, if you don't count Ult on an insane map, but people whine about the special stages all the time.
I'll be the first to say it: The special stages are easy. They are not very good, I will be the first to admit, but they are not hard. If you can get used to using the strafe key, you can get through all of them with over a minute on the clock. Even without the strafe key, it's more than possible to beat them with a large amount of time remaining, including the final special stage. However, it takes practice. You will obviously not be able to beat the final special stage the first few times. You need to accurately grab ring groupings and be good at hitting lines of rings fast. However, with practice, you will.
As far as I know, that is the point of games of this nature: Challenge the player with difficult things so they get better at the game itself. There was a time when I had a little trouble doing the laser bit in Techno Hill 2. Well, with practice, I assure you I don't anymore. That kind of gain in skill is what the genre is all about, and it simply annoys me when people give up completely and cheat, because then they won't actually get any better at it. Keep trying, or give up and don't cheat. You might find yourself interested again in a month and want to give it another go.