I also recommend Dr. Sears.
I have found that to control my kids, I must remain calm. If we are, say, at a resturaunt, and my 2-year-old starts a tantrum, a will very quietly and calmly pick him up, carry him outside, take him to the car, and strap him into his car seat for Time-Out. Time-Out ends when he is calm and quiet. There's no talking until then. Once he is quiet, I'll ask him what his problem was, then explain why he can't have what he wants. On a few rare occasions, he actually had a good reason for crying, and we solved our problem quietly and effectively after getting him calm and talking it out.
So my advice is to stay quiet and calm. Put 'em in Time-Out until they are calm enough to rationalize with and don't talk to them while Time-Out is ongoing. Once they settle down, then you can explain your position. If they can't accept it and start to scream again, the whole thing starts over - they go right back into Time-Out.
This has worked really well for me and my kids. It's very rare for me to have to deal with tantrums anymore, because my kids know that tantrums don't work. They have to be calm and rational to get what they want, or if they simply cannot have what they want, they know that a tantrum will just get them Time-Out; it won't change my mind or fluster me. They also feel like the system is fair. Yesterday, after getting in trouble and having it resolved, my two-year-old told me "I'm proud of you". It was so cute!