Yes, great advice...don't let her do it. She is not the one in control, you are, you are the parent. It's up to you to teach her what behavior is acceptable and what behavior is not allowed. When she colors on something she's not allowed to color on, you just have to tell her, "no, you don't color on the wall, you color on paper. Now no more crayons" Then you take them away. When she wants to color, designate a spot for her to color at, my kids are only allowed to color at the kitchen table. As for you saying she finds pens and pencils,....go around and find them all and put them out of reach.
Kids only do what they're taught and what they're allowed. If you don't try to enforce consequences on her for things she does that aren't acceptable, then you're not teaching her about what's right and wrong at your house. If you don't stop letting her get away with things, it's only going to get worse.
Be consistent, and don't forget that you're the parent. There should never be the words "she won't stop....." coming out of a parent's mouth of a small child.