4. Being inconsistent
Once you've said no to something, like "No throwing sand," you have to continue saying no. You can't give in sometimes ("Well, okay, you're having fun and nobody seems to mind getting it in their eyes"). Kids get confused and pick up quickly on the fact that they have, well, latitude. If you really enjoy throwing sand, and you know that sometimes Mommy and Daddy let you, of course you're going to throw sand.
Since you don't want to say no to everything, pick your battles and decide what's really important to you. In my case, I'm not so concerned about neatness, but I won't tolerate meanness, lying, or anything violent or dangerous. Once you've decided on your rules, set them clearly and stick to them.
The other part of this is follow-through. If you take away your child's TV privileges for the day and then give in while you're making dinner because you don't want him underfoot, he'll figure out pretty soon that there's a good chance he may not get punished if he decides to break the rules.