Okay, I'm starting to feel like everyone thinks I'm raising a sociopath. Just to clarify, my ds doesn't insist on cheating, mostly he just likes to change the rules of games halfway through, but the rules change for everyone.
I think all this has clarified a couple things for me:
-ds is very much a rule-follower at school, and he is happy to play board games at playdates or with our babysitter, and he follows the rules and doesn't get upset when others win. I think part of what is going on is that he feels competitive with dh and me, and winning games (by whatever means necessary) is a way for him to assert dominance sometimes in a low-stakes way
-I think we started games ( like Candyland) when ds was a little too young to follow rules and play a whole game, so we didn't focus much on the rules, we just played for fun and stopped when we got tired of playing, even if we hadn't finished. Now that ds is old enough to follow game rules, we're having trouble adjusting to the idea that we don't just play fast and loose like we used to.
-I think ds finds a lot of games boring, and changing rules makes the games more interesting for him. He has recently started learning chess, and he has no interest in changing the rules and has no problem with other people winning--he seems much more interested in seeing how strategy works on both sides of the game.
-Playing most board games is not something I enjoy, so I tend to tune out a little while we're playing, and I don't much care what ds does while we're playing. Maybe I should care more. Maybe I need to either change my attitude or stop playing games with ds.