Falguni - the only thing with threatening to leave is that it can always backfire on you I've used it before and had to leave when I didn't want too because I had threatened M with it. Because you always have to follow through with one of those threats.

You could have something that you use when out. Like piece of fabric they have to sit on for a minute or so in order to take them away from the activity. Generally at 2 years of age they can't remember enough to use stickers for good behaviour, or something like that but you can remember to reward them everytime they are quiet and playing nicely how wonderful they are.

Sometimes you do have to play the leaving card... because otherwise your whole time will be a fight. Whatever you can handle as a mummy on that day.