Oh yes DD tried that, I either pretend not to hear or say "no my names mummy, I won't answer to that name" LOL
She's stopped doing it now.
I do not have a naughty step, DD stands by the door when she has been naughty for 3 minutes. We then resolve it and depending on what it was, she says sorry. I always warn her first that if she doesn't stop doing x she will have to stand by the door.
Another tactic is to take her favourite toy away and I do not return it for a set period of time. I always warn her first and she then either improves or the toy is taken. That one is very effective. Only an extreme measure
I save that one for special moments when she's repeatedly been doing something all day and sending to the door hasn't improved things.
If she is throwing an almighty tantrum she is sent to her room until she calms down. Well sometimes I have to "help" her in there
She cannot open the door, so once I've closed it she remains there until she calms and then I always tell her "well done for calming down" and try and resolve the situation after.
I have battles over going to the toilet before we go out somewhere, so I simply state "we will not leave until you have had a wee, as I do not want an accident if you get caught short." I use this one a fair amount in varying disguises, she now knows I mean it
So if she will not calm down and we're meant to be going out (and she obviously wants to go there) I state we cannot leave until she calms down and explain why it's not acceptable behaviour where possible.
I have been reading "how to talk" and it has some good ideas in. Logic and explanation do not work all the time with DD, I catch myself trying to have an adult comversation with her sometimes and realise it is completely daft. You cannot reason with a toddler sometimes LOL. I do try and acknowledge her feelings if I can. I.e. you must be feeling sad/ cross because of x, y, z that is helpful at times, to really try and listen and acknowledge the feelings. It can calm her to know I sympathise IYSWIM? Still reading the book though, some of it is for much older DCs though.
I have smacked her in the past
when she has been really dreadful
I warned her first several times. I do feel shame about it but we all sometimes reach boiling point where it is too much. I try not to smack at all, as my parents were very draconian and punished me by smacking a lot as a child. However I think sometimes we're all guilty of it
The other methods are better though 
When DD is tired her behaviour is much much worse so I've been trying to get her to bed earlier lately. She thrives under praise so I try and catch her being good and praise her lots, she flowers from praise and often can behave better for it.
If I can see she is in a troublesome mood offering her some painting activity/ play dough/ drawing can snap her out of it and keep her busy. Or throwing on the waterproofs and going out for fresh air too can help.
I also have to warn her if we're doing something different/ unusual quite a few times before we go and I start to get her ready to go out very slowly interespersed with other things inbetween, seems to work better for her. Things flare up when I'm in a rush.
There maybe typos as I'm tired. Maybe some other lovely mumnetters on our thread though will have a few better ideas than little old me.