My children are generally pretty well behaved little beings - or at least they are when we are out and about. At home they can drive me totally nuts with their squabbling, but (apparently!) fighting with siblings provides important social lessons for them and so it a Good Thing. Right. Whatever.
Anyway, back to behaving. I try to set them clear boundaries. I am clear about the consequences of crossing them. I try to make consequences logical and, as far as possible, immediate. I try not to use threats that I know I cannot or will not carry through. I am consistent in the things I pick up on, BUT sometimes you have to know when to fold.
Example - walking along the road as a family. The walk up the hill to school gives me the heebie jeebies. The pavement is narrow and the cars are fast. The children cannot mess around for fear of falling off the edge of the pavement and being squashed. The Feral One is good at walking, but can be distracted, so I warn her that if she cannot walk nicely, she will have to hold my hand and I follow through. I've been known to carry her a considerable distance by her arm (I do not recommend this as a course of action, both for the safety of their arms and the good of your back). We also walk in the woods with the dogs and, fairly early on in all their childhoods, I've left a screaming child on the floor and gone ahead and hidden behind a bush where I can see them and ensure that they remain safe (normally with the older children sobbing "Nooooooo! You can't leave xxx behind!", "Shuddup and hide!"). Sooner or later, they've got up, dusted themselves off and come to find us.
Example - squabbling over toys. They drive me nuts with this - they have thousands of blimmin toys, but you can bet your bottom dollar that they will all want the same one at the same time. So the first warning goes out, "Please play nicely and share with the bag/dolly/crayons, or I will take them away". Second warning repeats the first and may also offer a solution, "If you cannot play nicely with the toy, I will take it away and neither of you will have it. Why doesn't xxx play with it for a few minutes and then xxx after?" or, "Could you get her another dolly to play with?". Then a final warning and it's gone.
Example - physical fighting and hurting one another. They actually don't get a warning for this - they know full well that they shouldn't do it. They have Time Out which removes them from the situation and gives it a chance to simmer down. After Time Out, they need to come back in, talk through why they shouldn't hit/punch/claw eyes out/hit over the head with a wooden car/kick and make amends, normally by apologising and giving the hurt one a cuddle to make them feel better. Sometimes a cuddle is the only sorry that you can get from The Feral One, but you've got to allow them some wiggle room.
There are hundreds upon hundreds of examples I could give - daily battles and hurdles to jump. As well as the consequences I've outlined above, others could be not getting pudding because they won't touch their tea (I don't ask them to clear their plates if they don't want to, but I do ask them to try it), sent to their rooms to spend some time simmering down. I would not, however, threaten removal of pudding for a fighting infringement earlier in the day - firstly because pudding has nothing to do with fighting and secondly because it's too far away.
Finally, the other weapon in my arsenal is Time In. I use it if I need to break down defiance (when they are standing there rigid with determination, a cuddle is of more use than escalating the situation further - I normally get my own way anyway, but with happier children). Oh, and I praise praise praise when they do something kind, or that I want them to do - there is no point just picking up the bad, you have to reward the good too.
I hope that this doesn't sound like I think I have all the answers - I know full well that I don't and I also know that all children are different and what works for one will not always work for another. The way that you deal with your child will depend on their own personality and also on yours, but this is what works for us.