My son went thorough this too and still is a bit at 5. I think alot of it has to do with power struggles. It's a hard balance because mom is the boss but kids also need to feel their power.
Pay attention to how much you say "no..don't" etc. Tell your daughter what you want her to do rather than what you don't want her to do.
Offer choices so she has the power of making a choice. Also consequences like you have with...if you don't drink your milk there will be no juice. She makes the choice and faces the consequence.
It really helps alot to give warnings when you need to transition your child to leave or brush teeth etc. Let her know, "Ok in 5 minutes we are going to get our shoes on". "In 5 minutes we are going to brush our teeth". Set the timer so she can hear it go off. Letting my son know what to expect has been like magic. When that timer goes off he is off and running to what I told him was going to happen.
"Can I have candy?" - You could say, "You can have a candy, after dinner" My son still tends to balk at this but the idea is you are not telling them no, but yes you can at the appropriate time. To redirect you could say, "After dinner what kind of candy are you going to have? M&M's or maybe a scoop of ice cream?"
I think crying needs to be ignored when she is not liking the consequence of her choice etc, she does need to know that her behavior is not going to get her what she wants. Less words the better. I also think it is important to make sure your child is not constantly feeling powerless.
Good luck...it is a tuff time. My son was the king of power struggles.