The presence of clearly defined, consistently held boundaries is a major key to healthy, happy children. Be sure your children know what you expect of them and why. Hold them to it. Hold yourself to it.
In the ever-changing process of growing up, children find security in rock-solid boundaries they can depend upon in all situations. If they push at a boundary and it gives way, to them it's like walking on a swinging bridge. It feels unstable. It is scary. They will act out (and escalate) until they find a solid boundary. Strive to be a rock for your children.
Perhaps you've been around a family member, co-worker, or boss who was unpredictable. To navigate the relationship it may have felt like you had to walk on egg shells. It can be scary and frustrating never knowing what to expect. It's no different for kids.
In the same vein, one of the hardest work situations is having two bosses with different standards and expectations, so parents should try to set the same boundaries and follow through on them as a team. The experience of fear and frustration from uncertainty is the same for children when parents, teachers, babysitters, caretakers, etc. have squishy, unpredictable boundaries or very different boundaries. Confusion reigns, not peace. The result is unpleasant behavior in search of a boundary.
We, as God's children, have the security of knowing that God never changes (Malachi 3:6, Hebrews 13:8, Numbers 23:19). Sin is always sin. What was sinful 5,000 years ago is still sinful today. God still feels the same way about it. We should strive to be as consistent (and merciful) as our Heavenly Father in setting boundaries and addressing infractions.
Be sure the boundaries you set are age-appropriate and just restrictive enough to achieve your goal without squashing their joy.
"Fathers, do not vex your children, to the end that they be not disheartened."
Finally, consider that none of us likes being told "no" all the time. We all need freedom to grow, learn, make mistakes, explore, create, and even to get messy sometimes. If you do need to say "no," try saying, "no, not now..." and then telling them when or under what conditions they may be able to have their request. And if you've said "no," then mean "no." Don't give in to whining, tears, or nagging. To do so only encourages that behavior in the future. A child persists in unpleasant behaviors because it previously has gotten them what they have wanted. Gird your loins and stand firm. :)
"Let your yes mean yes and your no mean no."