Approaching a significant other with suspicions of cheating or infidelity can create a very delicate situation and be a very hurtful and confusing time for both partners.
If you feel the temptation to cheat on your partner, you should seriously consider refraining, confessing your feelings to your partner and handling the situation together, whether that means enrolling in couple's counseling or moving on with your lives, separately.
While it may depend on the individual or nature of the relationship and the infidelity, in most cases it is best to confess your misdeeds. It's certainly worth considering.
Infidelity and cheating in marriage can be both painful and embarassing. Be sure your suspicions are founded before approaching your mate.