I would be frustrated too.
I think it would be best to pick battles. For instance, is it really a big deal if she doesn't want to wear pajamas? Can you let that one go? "Do you want to sleep in jammies tonight?" "no". "FIne" (less laundry anyway)..It may be important to you though, so if it is, ignore me here.
Ignore all complaining. Honestly, little complainers grow up to be big complainers. I don't want to hang around friends who always feel negative or complain. If you stop engaging in the complaining, eventually she will stop complaining. By "ignore", I don't mean pretend she's not talking... I mean say "Mmm-hmm", then move on. Ask her "Well, what did you LIKE today?" She will need help with that for a long time. But, you can teach her to think of the good things she did that day. You can tell her your favorite things of the day. Even the little things like "I found my favorite orange pen in the car today! I thought it was lost". Or "I loved the penguin show we watched today". (don't base your favorite thing of the day on her behavior "I liked that you didn't scream when it was time to leave" only makes her feel like you are manipulating her)
The screaming.... that wouldn't fly. I'd sit in the car with it running, and listen to the radio. If she wants her stuffed dog that bad, she'd better hustle and look for it, while you all enjoy some nice music in the car. I REALLY like the kid's radio show called "adventures in Odyssey". Maybe if you had those for the car ride to church, she'd want to be in the car and quiet to hear the story. Or, if she's outside the car screaming, she can miss the first part of the story, but you all will hear it. Logical consequences are, if you aren't in the car when everybody else is, too bad, so sad.
Try to think before getting into any sort of battle with her. Is it important? Is it a deal breaker? If it's not, let it go, and if she's just naturally confrontational or stubborn, she won't have a reason to argue. If you have a kid with a stubborn temperament, you usually will lose because kids have no place to be, and nothing else to do. You will cave in because you DO have other things to do. She knows this.
Kids are so smart. They have ideas and thoughts that are really good. They can make good choices, and are fully capable of deciding if they want to sleep in nothing, or jammies. She may have a very good reason for this. Or maybe she's just trying to delay bedtime. So, ask her first, let her choose, then read books anyway. If she is rude and hateful, kiss her good night, and she can look at the pictures until she's ready to fall asleep.
Logical consequences are the things that happen when you make choices that aren't working for everybody. It's not a punishment, it's just a consequence. A natural consequence, is like if you are throwing a rock into the air, and it lands on your head, or you are messing with your cup at dinner, and your milk spills into your lap.