The natural consequences, good or bad, of the child's own choice is all I have generally ever found necessary. That means you might warn your child that Y will possibly happen if they choose to do X, but don't protect them from Y (unless, of course, it's dangerous, in which case, X is prohibited).
Your displeasure and unwillingness to cooperate with a child in the future can be seen as a natural consequence of a child's lack of cooperation with you right now. Your kids are old enough to get that, but you must be consistent in reminding them and following through. And there are some effective ways of helping them to get that.
While you're casting about for something that will work better in your family, how about trying a system of parenting that could virtually eliminate the need to find punishments that fit the misdemeanor, because it respectfully puts more of the obligation to make good choices directly on the shoulders of the child? This internalizes the process of choosing right over wrong, making the child her own police force. And, when the child makes mistakes (they will in any real-world scenario), the child is also enlisted in finding the most workable solutions. And, because they are invested in their own solutions, they make them succeed.
I absolutely love the tips and techniques offered in the wise little book How to Talk So Kids Will Listen, and Listen So Kids Will Talk, by Faber and Mazlish. We use this approach with my nearly-5 grandson, and life is smooth sailing almost all the time. I've also recommended this book to a few young families with one or more "problem" kids, and they were amazed at how quickly and effectively they were able to shift the children's behaviors and attitudes.