Victoria:
Being monkeys is one thing - all the rest is just unacceptable behavior!
There is no reason for your husband to tie a Christmas tree to the wall!! This is dangerous in itself - heat from the lights...
You need to nip this behavior in the bud RIGHT NOW! This is a game and power trip to them. You may tell them "X" will happen if you do that - but you don't follow through - therefore your boys rule the roost.
If they do something destructive - they get a time out, toy taken away- punishment that will mean something to them. NO EXCUSES. NONE. ZIP. ZILTCH NADA! If you fail to follow through on what their punishment will be - it will only get worse.
Damaging household items is UNACCEPTABLE. If they can't treat the furniture with respect - they don't get to sit on it. My boys are 8 and 10 - they broke a dining room chair - they sat on the floor to eat for a week.
The rule in our home? If it's not yours - DO NOT TOUCH IT. If they want to break their toys - fine - break away - you won't be getting new ones. You will have to play with broken toys. Don't like it? STOP BREAKING THEM!
You don't need to yell. You don't need to scream. You just need to follow through. If you do not follow through - you are teaching them that they DO NOT HAVE TO BEHAVE. You are not stating your expectations. Even at 2 and 4 they KNOW what they can get away with. It's just a child asking for something once, you say no - they come back again and you say NO again. but the third time you say FINE! Well, they have just learned that no doesn't necessarily mean no in your home. You have trained them this way. Now you have to RETRAIN them. CONSEQUENCES FOR ACTIONS - good or bad. They know this. Now you need to teach it AGAIN.
Will it be easy? No. But you DO NOT have to yell and scream. You just HAVE TO BE CONSISTENT!! NO MEANS NO. PERIOD. I don't care if you ask me 10 times - the answer will NOT change. NO.
Your husband MUST be on board - same rules for both of you - if it's not yours - don't touch it. no climbing. no means no. don't ask your dad if you've already asked mommy. if child comes to you and asks for something and hubby is home - ENSURE you are on the same page and they your child didn't just ask daddy something and daddy said NO. Kids are AWESOME at manipulating parents.
Stop being worried about political correctness or damaging your childs ego, etc. and TAKE CONTROL - YOU ARE THE PARENT. SET RULES, LIMITS BOUNDARIES AND ADHERE TO THEM!