I knew what you meant. Playing the Developer Mode without using the cheat window is the same as playing the normal version of the game. Saves are compatible between the two and you can go back and forth as desired.

If you use the cheat window, then most of the cheats are safe, and will not cause a problem with the game (other than possibly making it too easy). Some uses of some of the cheats have the potential to mess up your game; in particular, teleporting or flying past certain cutscenes or conversations and triggering a later event first may not work properly if the game should have spawned an NPC or item, or just updated some data, as a result of the missed encounter.

Take DD, for example: if you enter the castle before you have an invitation (bypassing the guards that try to stop you), talk to Janus and accept a quest, the required cutscene will not be triggered because it had not been set up, because you did not enter the castle 'normally'. When you later enter by invitation, a bunch of quest data is updated, including overwriting some that was added when you first got the quest. This means the cutscene will still not be triggered, since part of the game data says you don't have the quest yet, and you can not get the quest again, because another section of data says you already have it. This breaks a main plot quest, with the only solution being to load a previous save before entering the castle early and accepting the quest.
That is the kind of problem you could run into in D2:DC if you jump ahead or skip areas. If you are in Broken Valley and teleport back to Farglow to visit the illusionist, that shouldn't be an issue. If you start in Farglow and teleport to Broken Valley, rather than doing the required steps to get there by zeppelin, then there are lots of things that may not work properly (I didn't check, but presumably you wouldn't get the initial cutscene conversation with Rhode and the first main plot quest, etc).