Your son is....normal!
What you might try is giving him things you want/can accept him doing before he gets into trouble. He may be getting your attention by making choices he knows you don't like, or he may, being three, be attempting to entertain himself and just making bad choices. Either way, this should help. Another option is to make a chart or box with cards in it of his 'good play choices' from which he can pick what he feels like doing.
And when he makes needs redirection, just do it. But you can also have a contract that if, say, he sticks to his chart or box for the morning, he'll get his favorite (nutritionally adequate, of course) lunch, and that if he sticks to it through dinner he can watch a favorite program with you or his dad, and if he keeps on through bedtime he can have a special bubblebath (feel free, of course, to substitute rewards your son might actually like).
I hope this helps.