Ross and I have tried to be consistent with Hadley from early on about saying "please" and "thank you" etc. especially when asking for something specific. Now that she is older, and has mastered the task of saying "please", we are finding it difficult to teach her the "thank you for saying please...but no." concept. That "please" does not always mean you get what you want. So here is our typical conversation these days:
Hadley: "May I have candy, please?"
Me: "No, not right now."
Me: "No, Not right now."
Me: "Mommy said no."
Me: "Hadley, Mommy said No."
Me: (deep breath) NO. (and that is when I turn up the radio :)