Since Miss R came along I have been in rigorous on-the-job training to be a Life Coach. These critical strategies are slowly sinking in:
1) The Art of Distraction
"Sorry you can't jump in that pond (and surely sink to the bottom) right now, but WOW look at that big aeroplane in the sky - WHOOSH!!" - said with great enthusiasm and vigorous hand movements. I think all parents learn this one pretty quickly.
2) Practical Redirection
Miss R has a very frustrating habit of throwing her stuff - food, cutlery, dishes, anything really - on the floor when she's finished with it or just plain bored. Ignoring her didn't achieve anything; "don't do that!" just made her want to do it even more and with an evil glint in her eye; so eventually I came up with a new tactic - to ask her to give whatever it is to Mummy when she's done. Hooray, it's starting to work!

3) Loving Repetition
As a dear friend and very wise man repeated often: "Repetition is the mother of all knowledge." It's so true. Getting the loving part every time is tough (especially when you're sleep-deprived)!

If you have any successful tactics to share, please do!