I am completely baffled by the popular advice to leave locations if kids decide to act up. To me it is teaching the child that they are in charge of the family outings rather than teaching them to behave. My friend's son knows he gets to leave wherever they go if he has a tantrum, so guess what he always does whenever they go somewhere he doesnt' want to go? To this day he can't start pre school, can't go to the grocery store-the list is long.
I have 3 kids under 5, a husband who always travels, I take them with me on all of my errands, and they behave. If I was to bundle all 3 up and drive 45 minutes to the store and leave immediately because someone decided to act up, my life would be a preposterous nightmare.
My kids get a thorough explanation of how they will behave in a store, restaurant, friend's house, etc. Once inside, they get ONE calm warning to stop whatever wrong thing they may start to try and on the second warning it's straight to the bathroom for swat city. No anger on my part, it's simply their choice. This prevents any further antics. Now they don't even go beyond the first warning, and rarely act up in general since they know it will get them nowhere and they're not in the habit.
The last time I had to give consequences at the mall (about 6 months ago) to my 3 and 5 year old for running willy nilly after a warning while I stood in line with the baby and couldn't see them, they cried for about 2 minutes, and 20 minutes later, after we went back to the store where they stood quietly in line, we were all laughing and playing and eating at Subway. They havent' acted up out and about since. It's not a big deal.
Don't start leaving locations to appease your child. It's a SLIPPERY SLOPE that usually leads to doing errands without your kids which deprives you all of fun experiences.
Our kids can all eat in restaurants because A) we're firm and diligent at home during their training phase between 1 and 2, and B) we will follow thru with a warning in the restaurant and they know it. After your son catches on, he'll prefer to act well anyway, it becomes natural very quickly.