Certain programs like
equity calculators or HUDs that suggest how to play are definitely cheating during game and so they are forbidden at least in
pokerstars. I fully support this. Using just a HUD that collects statistical information about the other players on the table and serves it to you is not cheating in my opinion. You can do all of this manually with pencil and sheet, notepad, spreadsheet or whatever you decide if you want and result will be the same. Software just makes that easy and as the software is available to anyone who wants to pay for it i don't think that this is cheating. There are even free HUDs to try if you don't want to pay 100$ without being sure if you will like the software.
Many people also think that using the software one person who have more money than they have buys the program and it starts to tell him how to play and beat other people. In fact using HUD is not so simple. I am still trying to make good use of holdem manager and i definitely have a lot more to learn for that to happen.
Regarding the live play - if you want to be successful during live games you should simply play enough live. Difference between live game and online is big enough to require much different approach. During live game you receive big part of the useful information by watching at people's emotions and the other by taking general notes how much they play and with what hands. During online play you can't see people's emotions and behavior so you are left with just the basic information that you can pick up from their gameplay. Having HUD here to provide you some statistics is very useful and can help you fill up some of the missing information compared with live game.