It always just goes against my nature to use consumables in a game like this unless it's a core mechanic (so blood vials and bullets are fine despite technically being consumables). I might do it early-ish on to compensate for low levels (Fire Paper on BSB), but if I die repeatedly and lose them all I'd be back to square one anyway. Then I'll replay the game and then have the attitude that I'm too good for this and not use it for that reason.
"One toot on this whistle will take you to a far away land."
-Toad, SMB3