tug of war with a three year old

I have no idea it's so tough to deal with a 3 year old who is establishing his own likes, preferences, demands, boundaries and rules. The tug of war continues from home to mall to church to the car... no wonder the books have warned about the need for more patience, consistency and wisdom. Sometimes, I won and sometimes, I don't. But never a time like now do I see the need for consistency in every thing we say and do. This is growing up for my 3 year old and for me, too.