We like to play a lot of board games at the Chewy house - and one thing that has come up before is "Do you ever let the kiddo win?" We don't, and have tackled how we play games very similarly to this post titled Who wins? Playing games with kids. Check out the article for some great ideas and games.
I think the points are pretty valid - and go right along with the article. I don't think I have ever let a kid win. We all play to win.