Is Honesty Always The Best Policy?

Let's say you're in a relationship with one person, but you suddenly find yourself out with someone else. The evening starts off innocently enough, but ends with you and this person kissing under the stars. Or perhaps you and your significant other are going through a rough patch and you find yourself becoming emotionally attached to someone else within that time. Or maybe you met up with your ex while your s.o. was away and you all end up having a sexy night of passionate sex. Should you tell your s.o. about what happened? I've always been taught that what is done in the light shall come to the light and it is better to be honest up front than to lie and hide things from someone you love. However, as of late, I've been told so many other conflicting things like "The number one rule is not to tell on yourself", and "A girl should never tell a guy she cheated, men can't stand feeling like they're aren't good enough". Now, here's my thing with that though, like I said, I've always been taught that what's done in the dark will be brought to the light and I truly believe that. And as far as that other comment goes, I think that should go for everyone, male and female. No one likes to feel like they're not good enough, although I do think sometimes a man's ego is a bit more fragile, that's a topic of discussion for another time though...  On the other hand though, no one wants to hurt someone they really care about and so more people are therefore prone to keeping their little extracurricular activities to themselves. They don't want to break up their happy home by telling their s.o. they did something they know they wouldn't approve of. And in some cases people believe "what they don't know won't hurt"... So, what do you think? Is honesty always the best policy? Should you tell your s.o. if you cheat? Or should you stick to the "number one rule" and never tell on yourself? Are some things better left unsaid?