Having been through this several times, I have two thoughts... a) yes, all three of my children are typically better behaved with others than they are with me and b) I consider this to a great extent to be a sign of good parenting!

Children who behave this way have clearly acquired an understanding of the difference between "right" behavior and "wrong" and can apply this understanding with people to whom they feel they have to prove themselves.

Combine this with some acting out at home (barring, of course, truly sociopathic behavior) and you have a child who knows that s/he has loving and supportive parents who will know when to establish appropriate boundaries. The testing of these boundaries that causes us such stress is exactly the dynamic that allows our children to learn right from wrong experientially, while challenging us to exhibit our exceptional parenting skills! :-)

If it seems easy to be a parent, you're probably not paying proper attention!