I've done similar to you Yurtgirl - could hear velcro on shoes being unfastened on way back from nursery to home (Ds then 2.6)(5mins max in car) - 'Ds, please do not take your shoes off, no, do not take your shoes off'.... Needless to say, Ds had shoes off when we got home. Went round to his door, unfastened straps on car seat, calmly removed socsk ('I don't want your socks getting wet') and made him walk from the car to the house in bare feet (4m?) (in December ). He has not taken his shoes off when I've asked him to keep them on since!
Also re coats - when asked to put on, Ds has said 'I don't want to wear it, I'm warm enough' - I've replied along the lines of 'fine, you'll get cold as its cold and wet outside, but I'll just carry it' and gone about getting ready to go out holding coat - this gets immediate change to wanting to wear coat!