A.C.
Annoying but perfectly normal.
Try giving choices for things you don't care about - do you want to ride in the shopping cart or hold on to my hand. Do you want to wear the red hat or blue hat. It's time to pick up toys; do you want to pick up the dolls or the tea set first?
Use when/then statements: When we're done picking up toys, we can {watch a show, have a snack, read a book/other enjoyable thing}.
One things that are not optional (usually safety concerns, like holding hands in the parking lot), I say "I know you really want to do X, but it's my job to keep you safe and we need to Y." And insist on it. And yes, some kids will tell you they'd rather be hit by a car than do what you want/need them to.... but they don't really have any idea what that means.
I've found that empathizing helps some. "You're really mad that you have to X," etc. For some kids (like my son), though it doesn't work in the moment.
For other stuff, giving them the thing they want in their imagination can help. Example: You really wanted to have ice cream for snack, but tonight is not ice cream night. But if I could, I'd give you a pile of ice cream as high as the house, and we could invite over the whole neighborhood to go sledding on it and we could eat it up with snow shovels!