You can play any way you like. But if you are going to play "for real", which means in a competition or in a round that will count for handicap purposes (in the US all rounds are supposed to count for handicap for anyone maintaining a handicap) you should be playing by the rules. Which means no asking or giving advice. Other than those situations, if you do not maintain a handicap or you maintain a handicap but under the rules of your governing body the round does not count for handicap purposes, then do whatever you like.
I DO agree with you about speaking to him, but I think it is unfair to characterize the OP as crying on a forum. It sounded to me like he wanted to verify just what the relevant rules are while doing a little venting. IF you are going to speak to a player about a rules violation then you should be sure you are correct on the rule and it sounds like the OP was doing that,
I agree 100% but reading the OP first post it would seem its just friends/work mates playing golf, if that is the case then is there really a issue with someone asking what club you have used or what club they would go with on a certain shot?
The time wasting/shot shaving is another matter all together and would annoy anybody
The trouble is, for someone like me who prefers to play by all of the rules, no rule is more important than any other. If I'm playing for skins, or a small wager and a player asks me what club I used, I'll inform him that it's a penalty to ask that, but I won't smack him in the face with a penalty (after all it is supposed to be a friendly game in such a situation). I will explain that it's perfectly okay to ask after he has played his stroke, and that I'm not trying to be a hardass, but I believe that the rules were written for a reason, and that I choose to play by them.
I don't want to make the wrong impression on this - I don't stalk the course goosestepping like a Nazi storm trooper beating down anyone who makes a mistake, but for myself I would rather play by the rules, and I don't play for money unless that condition is stipulated from the start. I will always offer to help others in rules situations, but I will never try to impose my views on them unless asked, as long as there is no money or competition involved.