I haven't seen many posts where DISH didn't follow through on a cancellation but no doubt it happens. As for recording, I'm missing the big deal here, tell them you are recording before you start, then repeat that you told them you are recording when you start. In some states once one person says they are recording, the other is covered if they record as obviously both know a recording is taking place. Depends on the wording of the statute.
Paying by check with "Cancel all services at time of cashing check" is a legal form of cancellation. Similar to writing "Cashing agrees to Final payment" when you know you are indeed making a final payment. (May not work if it is obvious you owe more but would stop cold any further charges beyond that check)
I can't offer any wisdom on what states can or cannot record. I can only say that if a Dish CSR is told the call is being recorded, that agent is supposed to say "I do not give my permission for the call to be recorded", say nothing else about it, and then go on working to resolve your issue. If they do their job, they're not supposed to argue or fight a customer if they say that, they're only supposed to say what I mentioned.
I really hate hearing when a Dish agent does this, because if it's on the loyalty department (the only people who can cancel an account), those are not rookie agents. But they are measured on how many accounts they keep from cancelling, so with thousands of agents, I can see the possibility that a few would lie to a customer to manipulate their stats.
As a Dish employee, my opinions are my own, and do not represent my employer in any way, shape, or form.