Winning Nethack games is just like any other hard accomplishment; you have to plan, know what's needed to win, and have patience. It's an unforgiving game, but winnable with no cheating. I have ascended a couple of times as a Valk and Wizard. I stopped playing a decade ago because it's very hard to play casually; you just get so involved. I am in awe of people who do mind-boggling conduct ascensions like the one here :
https://groups.google.com/forum/#!original/rec.games.rogueli...
I suppose the time spent was worth it for them.