Natural and Logical consequences are the most effective on all 4 of our very different children. A natural consequence is something that nature takes care of, you don't have to do anything. For instance, if you tell your child not to run because they may fall, then, they run, they fall, that is a natural consequence. So, of course, these are not something to use with a child too young to understand them.
A Logical consequence is something that logically relates to the offense. For instance, your child is told not to throw food, they throw food, the meal is now over. That is a logical consequence.
A time out doesn't relate to the "crime" so to say, so a young child (under 3 or so) cannot possibly comprehend why mommy is ignoring them. But, if they hit, and you tell them hitting is not appropriate, then they go to hit again, it is logical to remove them from that situation. If they throw a ball in the house after you tell them not to, then taking the ball away is logical.
Some things that may PREVENT problems are always helpful as well, so here are some helpful tips....
1. Always state your request simply while touching your child's arm and looking them in their eye at THEIR level.
2. Always give them a good consequence for obeying you, (if you clean your room before lunch THEN you may go outside to play).
3. Provide assistance if necessary (I know cleaning your room is hard, how about you start by making your bed)
4. If they start to lose it, then take them to a quiet place and allow them to calm down.
5. AFTER they are calm, then make it clear that they are still expected to follow through with what they were told.
There are many more, but these are a good start. If you need suggestions for specific situations, then please post them and we can brainstorm together.