What do you do when no matter what, the guy thinks he is always right? How do I tell him this kind of attitude wears on me? I don't even like to engage in normal conversation because I know no matter what I say, he will get upset and make it so I'm wrong.

By simply saying those exact words. Trying to converse with someone who constantly becomes defensive or over bearing during IN that conversation deflates the purpose of even trying to communicate.  I thinks I had a few of that kind of conversation here on this forum .. and after a while .. it becomes painfully obvious it's just not worth trying to converse with someone who is so wrapped up in thier own sense of  self that it's pointless to even try.

What you do is walk away. No one wants to or deserves to be treated like that.

It seems all indications are to find someone else to talk to...someone who values your opinions.