I second the positive reinforcement idea. Getting positive attention works well. Kids like stickers, a trip to the park, a Happy Meal, etc.
Also, kids this age cannot handle frustration well. Know you kids limits. If a kid cannot take a trip to the supermarket, go when you can shop alone (mine didn't go if I could help it!). If your kid can handle grocery shopping, include them in the shopping. Would you like some bananas? Pick out a good bunch for us.
Take toys and books when your child has to wait (like at the drs. office, a restaurant, etc.). Wikki sticks are great and fit in your purse (wax sticks that you use to make things). Play dough is helpful. At pizza places, you can ask for a small ball of dough for you child (which they are usually glad to provide). A small toy with magnetic pieces travels well and keeps kids occupied.
Plan for car rides. I used to keep DumDums in my car for traffic jams. That was a life saver a couple of times. Stickers on the car seats are awesome. I used to get stickers that look like coins so that my kid could practice identifying money. He loved that and it kept him occupied. You can find a sticker of just about anything. My kids liked animal stickers, dinosaur stickers, flags stickers, etc. Kids music CDs are good. If you're fortunate enough to have a DVD player in your vehicle, your trip will be more pleasant. Spongebob rocks in the car!
Always give the child a choice so that he/she feels like he/she has some control. Do you want to wear the red shirt or the blue shirt? Do you want Kix or Cheerios for breakfast? Do you want to go to the park or the library? Do you want Bubble Gum flavor or Fruit flavored toothpaste? Don't tell the kid flat out to do something! This invites rebellion. Just ask an alternative. Trust me, it works!
Transitions are tough at this age. Always give a 5 minute call. We're leaving in 5 minutes. I helps if you coordinate leaving with another child. Look, Johnny is leaving. It's time for everyone to leave now. Talk about how much fun it was. What was your favorite part of the birthday party? What was your favorite part of playing in the park?
My kids like to know what the agenda is for the day. Tomorrow we're going to do X then Y then Z. When the day arrives, we're going to do X then Y then Z. They like to know what to expect. To the extent that it's possible, let your child have input into planning the schedule. It teaches the child responsibility and time management.
It gets easier as the child can tolerate frustration and amuse himself/herself. It takes a long time. The goal is to help children make good choices, including how the child expressed frustration and anger. Sometimes, a good pillow fight is the answer!