Mods will not effect your save game unless the mod was meant to change a stat in the game, or meant to spawn a weapon, give cash, or something that would normally get saved but just via a mod instead. For example, if a spudgun was given to you it would be saved if it was a mod or not. It will not say you cheated, because cheat codes were made by the game developers to be in the game, mods just modify the code. Think about what a mod is, it modifys the game. If it is a script mod, it could modify the mission that you would save algie from the bullies, but you'd change or 'modify' the mission's code to instead give you a spudgun, thus the game thinks it meant to give you a spudgun and nothing suspicious happened, as it was what the modified script was said to do.
probably a bigger explanation then you expected but the more the better right?