Make sure that when you give them tasks, you give them things they can do. A three-year-old cannot really understand what you may mean by "clean up the playroom," but can understand "you pick up all the doll clothes and put them in the box." They can really only handle one or two directives at a time, and specific instructions are better. You will need to stay in the playroom to guide them, as 3 and 5 will not stay on-task without guidance, and they are incapable of retaining a string of instructions.
Consistency is key with kids. Yelling does not help. Set rules, and then follow them yourself, every time. If they learn that you will do what you say you will do, every time, you'll get good behavior. I am not an advocate of spanking, and I taught pre-school for years, so I can tell you it can be done without hitting. The trick is to look at the long-term, not the right-now. If you have to leave a store, or a friend's house, so be it. The next visit will be smoother, and so will the one in three years.
Sometimes this is very hard to do-- I remember one time I had promised my kids a trip to Chuck E Cheese, and I really wanted out of the house (yep, actually was looking forward to Chuck e Cheese!) and I threatened the two-year-old to stop something or we wouldn't go, and he didn't stop, and so then none of us could go! I had to call my friend and cancel. So don't threaten if you aren't going to go through with it!
Also, keep your rules simple. You can't have a rule like "be good." Say something specific: "no talking in the movie" or "keep your hands to yourself." Little children don't understand generalities so much. Give small instructions that they can grasp. 3 and 5 are still very young, even though right now the 5-year-old seems big to you. After one warning, have your consequence (something that fits the crime, and is in proportion, not usually huge things). They will quickly learn to listen the first time.
I wish you luck!