What I did with my children when they do that in the store is that I told them that the answer is a NO and when they started 'playing tantrums' just to get what they want, I told them to stop or else we're gonna leave them there. Well, it works but most of the time, they never really did it. As far as I can remember, they were just testing me but since they know that I have a firm decision, they never did it again.