If you make all the check-points, I don't see a problem with it. Just realize tho that once people learn of the short-cuts, they will start becoming the main path, rather than the "short-cut".
Instead of making a "short-cut", it is better to make 2 "equal" size paths, or a shorter path that is harder to accomplish than the longer path. This doesn't only give a bit of variety, but also allows the user to kinda decide which path to take according to their skill level. This also avoids the "everyone takes the same path" issue because since both paths would be essentially equal (in the time it takes to get from point A to point B) it would just be up to personal preference (rather than everyone taking one path cause it's obviously shorter).
So no, I don't think it is cheating (as long as your not skipping half the level and make sure you are required to hit every checkpoint).
~Brandon