They have slightly different shades of meaning. To "cheat" usually includes the idea of getting something valuable, often money. When a magician deceives an audience by dealing from the bottom of the deck, that's just "a trick." When a gambler wins money by dealing from the bottom of the deck, that's "cheating." Cheating is always serious. It's never just fun or a joke. "To deceive" is a slightly formal word. You see it more in writing than in speech. The informal word would be "to fool." It is like telling a lie: you are getting someone to believe something that's not true, but you do it with actions as well as words. The noun, "a trick," often has the idea of some deft, skillful, surprising maneuver. A magician's tricks are accomplished by sleight-of-hand--skillful hand movements. A skateboarder "does a trick" when she jumps and turns in the air. "To trick" someone is to deceive them, but it puts the emphasis on deceiving them in a clever and complicated way. For example, a forger might steal blank check forms from a business, sign them, and cash them. That's just cheating (and, of course, a crime). But in the movie, "Catch Me If You Can," Frank Abagnale Jr. takes ordinary blank checks and makes them look like business checks by buying an airplane model kit and gluing a Pan Am decal onto the check... and then buys a pilot's suit, pretends to be a Pan Am pilot, and cashes it. He doesn't just cheat, he tricks the bank into cashing the check.