How to Curb Behaviors in Children Under Five

How do you go about curbing behaviors in your kids when they were under five that weren't acceptable? An example for your old boy constantly bugging his two year old sister, we've tried most things. And a lot of times what ends up happening is that his parents were tired or were busy or we miss it sometimes. So I think there's a lot to be said for immediately intervening when something starts and having a very, very consistent consequence that they can't get away from.