Even though some of his behaviour is age appropriate it doesn't meen you accept it! When the tantrum or wrong behaviour starts you must act, sometimes for a tantrum the best reaction is no reaction, ignore completely, let him know that when he is ready to talk/behave in a big boy manner that you will be willing to talk/listen, and meen it, it can be very trying but you will notice over a few days that they are becoming less and less. He will still have the occasional tantrum he is only three but you will at least have a better control of it.
When it is straight out inappropraite, then time outs, the key with those is consistancy, and the first few times are going to drive you crazy, if sitting in time out doesn't work make him stand in the corner, you could always place him on his bed w/ no t.v or stimilatation(sp?) of any kind. It does work it will just take a lot of work on your part those first few days.