While you shouldn't need to at lower difficulties or on easier campaigns, you can always quick save before a move or at the end of your turn and reload if you didn't like the result of your move or the enemy moves. Do it a lot in the early scenarios to build up hero unit reserves and see if you can make it through later scenarios without reloading. Mark the turn start save and try a strategy, if it fails go back to that turn instead of starting over. And note that if your strategy is poor, continually reloading alone won't let you win. (Unless maybe you spend a crap ton of time waiting for positive outcomes of minuscule-probability events...)
Edit: I remembered a quote I liked from early on in Iain Banks' The Player of Games. While I still like chess (and take issue with the notion that reality is built on chance, rather than our predictive measurements of reality restricted to chance due to us being part of reality not outside it) I thought this was a pretty great put-down of games without chance at all:
"All reality is a game. Physics at its most fundamental, the very fabric of our universe, results directly from the interaction of certain fairly simple rules, and chance; the same description may be applied to the best, most elegant and both intellectually and aesthetically satisfying games. By being unknowable, by resulting from events which, at the sub-atomic level, cannot be fully predicted, the future remains make-able, and retains the possibility of change, the hope of coming to prevail; victory, to use an unfashionable word. In this, the future is a game; time is one of the rules. Generally, all the best mechanistic games - those which can be played in any sense "perfectly", such as a grid, Prallian scope, 'nkraytle, chess, Farnic dimensions - can be traced to civilisations lacking a realistic view of the universe (let alone the reality). They are also, I might add, invariably pre-machine-sentience societies.
"The very first-rank games acknowledge the element of chance, even if they rightly restrict raw luck. To attempt to construct a game on any other lines, no matter how complicated and subtle the rules are, and regardless of the scale and differentiation of the playing volume and the variety of the powers and attibutes of the pieces, is inevitably to schackle oneself to a conspectus which is not merely socially but techno-philosophically lagging several ages behind our own. As a historical exercise it might have some value. As a work of the intellect, it's just a waste of time. If you want to make something old-fashioned, why not build a wooden sailing boat, or a steam engine? They're just as complicated and demanding as a mechanistic game, and you'll keep fit at the same time."
In the days when Sussman was a novice, Minsky once came to him as he sat hacking at the PDP-6.
"What are you doing?", asked Minsky.
"I am training a randomly wired neural net to play Tic-tac-toe", Sussman replied.
"Why is the net wired randomly?", asked Minsky.
"I do not want it to have any preconceptions of how to play", Sussman said.
Minsky then shut his eyes.
"Why do you close your eyes?" Sussman asked his teacher.
"So that the room will be empty."
At that moment, Sussman was enlightened.
This technique has a (derogatory) name in the world of strategy games, "save scumming". I think in a single player game, the only thing that matters is that the player has fun.
It is more common practice in games like RPGs, but less looked down upon, since certain quest lines and story elements are mutually exclusive. Think of the typical choice of being a "good" or "evil" character, and how they sometimes lead to different subquests.
It's a bad thing if you only think about winning the current scenario with the least amount of skill involved. It's a very good thing though if you are using it to experiment and learn strategies and mechanics in a single player game.
Basically, yeah. Since this only applies to single player, if it doesn't affect your personal enjoyment (or if it can actually increase it), why care that it's cheating? Personally I find victories with a lot of reloading / other methods of cheating somewhat hollow, so I try to avoid it. Except sometimes I just want to advance the storyline and try a different scenario, maybe come back to that pain-in-the-ass one later (it's especially great to do that when you have a 'eureka' moment in general strategy that you find out in later scenarios). Or in Wesnoth specifically, I think there are some campaigns that are just about unwinnable even with gratuitous reloading unless you did particularly well on the previous N scenarios; I don't want to waste time replaying previous scenarios that I didn't do so great on but that I still won, at least not so soon. That would just decrease my enjoyment of the game.
Also in a sense save points are a cheat -- back in the Ikaruga and Contra 3 and Asteroids days, if you lost, you lost! Start over. Great fun for me at least. :) Now we have saves, and the enjoyment of the game comes from other areas besides committing to muscle memory a movement sequence that beats a level with a certain score, and someone opposed to saves can always just not save or not load from an autosave... Having quick saves just takes having saves to its logical conclusion of decreasing wasted player time. You have to find your own limits for what constitutes cheating yourself out of entertainment, but if you've ever thought "thank god I saved before I tried doing X" or "damn it last time I saved was hours ago" you might want to give shorter save-load durations a thought.
Edit: I remembered a quote I liked from early on in Iain Banks' The Player of Games. While I still like chess (and take issue with the notion that reality is built on chance, rather than our predictive measurements of reality restricted to chance due to us being part of reality not outside it) I thought this was a pretty great put-down of games without chance at all:
"All reality is a game. Physics at its most fundamental, the very fabric of our universe, results directly from the interaction of certain fairly simple rules, and chance; the same description may be applied to the best, most elegant and both intellectually and aesthetically satisfying games. By being unknowable, by resulting from events which, at the sub-atomic level, cannot be fully predicted, the future remains make-able, and retains the possibility of change, the hope of coming to prevail; victory, to use an unfashionable word. In this, the future is a game; time is one of the rules. Generally, all the best mechanistic games - those which can be played in any sense "perfectly", such as a grid, Prallian scope, 'nkraytle, chess, Farnic dimensions - can be traced to civilisations lacking a realistic view of the universe (let alone the reality). They are also, I might add, invariably pre-machine-sentience societies.
"The very first-rank games acknowledge the element of chance, even if they rightly restrict raw luck. To attempt to construct a game on any other lines, no matter how complicated and subtle the rules are, and regardless of the scale and differentiation of the playing volume and the variety of the powers and attibutes of the pieces, is inevitably to schackle oneself to a conspectus which is not merely socially but techno-philosophically lagging several ages behind our own. As a historical exercise it might have some value. As a work of the intellect, it's just a waste of time. If you want to make something old-fashioned, why not build a wooden sailing boat, or a steam engine? They're just as complicated and demanding as a mechanistic game, and you'll keep fit at the same time."