I got through it by remembering it what pretty much what I signed up for, and then investigating every possible way to make it better. And of course we KNOW our toddlers absolutely need our companionship, love and support in addition to the guidance they seem so resistant to. Backing away a bit is healthy if it keeps us from screaming, and a little open space for the child to explore for himself is probably more helpful than harmful.
But we do well to remember that the ages of 2 through 4 are extremely difficult and frustrating for kids. They are not well equipped yet with impulse control or emotional alternatives, have poor language skills to express longings, have virtually no power to change anything, and are typically tired, hungry, or over-stimulated and/or over-manipulated. They even have trouble manipulating objects that they find attractive because their motor skills still have a way to go. And they can't help any of that. It's just where they have to live.
So we can help the dynamics a great deal with our big, adult brains: to anticipate situations that we can't avoid. You are learning when your son is most likely to go into whining mode or have a meltdown. To whatever degree possible, provide calm and cheerful distraction and redirection. Give some advance warning when you'll need him to stop an activity. Be sure he's fed and rested before trips out. Be aware that everything he sees is an attractive curiosity, so give him supervised chances to pick up and examine things (this will also boost his IQ). Talk about what they're for, what they do. Keep a "special" toy for shopping trips – something he gets to play with at no other time, to hand him when he's getting bored or frustrated with all he can't have.
And empathize with him when you have to tell him "no." Often, just having an adult help put words to his wishes, and knowing you care, can completely shift the energy into something more positive and playful. Check out how Dr. Harvey Karp, author of The Happiest Toddler on the Block, accomplishes this miracle here: http://www.youtube.com/watch?v=fJ1428uYs2g&NR=1&f...