I know it's easy to say, but consistency and consequences. Every time. Not eating dinner - fine, but no dessert or anything later (and if they later decide they're hungry, keep the dinner out and offer it again!). Climbing over a wall - explain why it's not safe, and that if they try again you'll have to leave/go inside/whatever. Have a realistic consequence, warn them of this, and follow through with it if the behaviour continues.
The trick is in choosing the consequence, I used to be terrible at it but it gets easier with practise!! I'd also verbalise the process - "I've asked you to stop this, and warned you that x would happen if you carried on. You've chosen to carry on, so now this is consequence." It feels a bit silly to start with but it becomes natural.
Other tips are the usual, praise all the positive behaviour you see, or try distraction if it fits the situation. My best tip for distracting and redirecting is just start doing something yourself - playing with a toy, colouring, whatever - with lots of "oooh!"s and enjoyment, children are always curious!
It's not easy, but I have found the following through with consequences makes the biggest difference, when they know you mean what you say they're much more likely to listen.