Whining, I say "I can't understand you, stop crying and use your words to tell me what you need/want."
Tantrums, walk away or put him in his room with the door closed, it's amazing how fast they stop when they lose their audience. Explain to him that you will not listen to him crying and screaming and walk away.
Establish and stick to a consistent bedtime routine and put a gate across his door. Teach him to stay in his room before the baby comes or you will have the both of them with you, unless that's OK with you and your husband.
Spend time with him before he acts out, reading, cuddling, playing. Does he go to daycare/preschool, storytime at the library or play with others children his age? Getting him into something will help him see that others his age aren't right next to their mommies all the time either and do fine.
With the baby coming he may be sensing the coming change and feeling insecure, try to get a handle on this now or you may be in for a very bumpy ride once the baby arrives.
Best wishes!
___________________________________________________
OK, in light of your SWH I am going to add to my response (sorry to those who have already sent me flowers!)
If he was fine until a week ago and is now acting as if he is afraid that would send huge, red flags up for me. Have you considered the possibility that something happened to him at school or when he was out of your sight? If so I would get him to his pediatrician today. I say this as a mom whose daughter was molested, which I pray has not happened to your child, but she presented in exactly this same way.
If you are 150% sure nothing has happened, then set limits consistently, it could just be late Terrible Two's or early Terrible Three's. Children do act out even when you think they are happy and secure.