I'd take him cheerfully (faked through clenched teeth) by the hand and say briskly 'well, we're going now'.
On the whole, I am with the pick-your-battles brigade. Once you have told him something, then obviously you need to enforce it, but just by being a little patient/choosing how you ask him to do things, you can cut down on the number of chances he has of defying you.
I am not a great one for withdrawing privileges (my poor ds doesn't have a computer or any other electronic toys).
Instead, I tend to just laugh and say 'sorry, love, but I am in charge, you know'- and then take him. Physically, holding his hand and walking off, but without losing my temper (at least not outwardly). The kind of impression I am trying to convey is that I am so confident that I am going to win that I can't even be bothered to get angry. Yes, it's fake, but I'm working on my act . And he knows perfectly well that if I have to lose my temper, I am not afraid of that either.
I am also beginning to realise that my ds is getting to the age where he does need a certain level of independence. I am letting him walk part of the way to school, as we live in a quiet area and I have let him go to the newsagent (5 mins) to buy some sweeties. I am gradually trying to teach him to think of himself as a big boy. Am also teaching him to bake cakes.