Not everyone's going to agree with me, but I think 5 and definitely 3 (I'm guessing you're not concerned with the 1 year old, lol!) are too young to be expected to respect you most of the time. They probably have times when they are great and co-operative, but my guess is they're not consciously involved in respect. It's a pretty abstract concept for them. Your 3 year old isn't even fully aware of the spectrum of emotions and so "when you don't listen it hurts mamas feelings." What's that? Someone outside of me has feelings? I think at the ages your children are at expecting them to listen and respect you may be out of reach most of the time, but that doesn't mean they can't grow into those things, which I think they do just from having you model them.
The stuck like glue tactic does work very well and it allows you ample opportunity to listen to them and show them what respect is; exactly what you want them to learn.
I found when I was losing patience with my then 3 yr old DS I was 1) expecting too much of him and 2) not informing him of what he COULD do rather than what he COULDN'T. So instead of repeatedly telling him we don't bring clean laundry down off the dryer and jump in it, I should have asked him to help me with the laundry or offered to make a pile out of the dirty laundry as a place to jump. I was so frustrated with his continuous inability to "get this" (he was pulling laundry down several times a day each day), despite how many times I explained it, I checked in with our GP to see if there was a problem. And he said yes, that someone was displaying an inability to learn, and it wasn't DS. I was pretty ticked to start with, but after DP and I spent a couple of days talking through why that made us angry we looked at our expectations of our 3 yr old and whether they were too high for right then. And they were. 3 year olds have a tough time with impulse control and have their only job in life to learn about the people in their surroundings and how they relate to them. They're learning so many new skills, all of which help them manipulate their environments, both cognitively and physically that it's no wonder they don't remember being told not to touch the laundry five, ten, and twenty minutes ago. They're not thinking about how their actions inconvenience us.
With the example of the lights in the office, could you have taken yourself and the kids away from the ofice to do something else for a bit? They were telling you what they were going to do...could you have turned it into a bit of a game and then gone back to work? Something like "If you do that, I'm going to have to chase you, catch you and eat you up" and then chased them, caught them, and scooped them up and then told them how fun that was, but now mama has something she has to do in the office for a few minutes? My guess is their doing something you asked them not to as a way of checking in and getting your attention for a bit. Can you change perspective and see it, instead of as something annoying or defiant, as something sweet and playful and a chance to give some love. It's corny, but I know the times like that, when my DS is being a bit cheeky, that he's letting me know how much he still needs me and it sometimes makes me sad thinking there will be a day when he doesn't check in like that. That right now it's easy to turn a moment like that into a positive but there might come a time when it isn't and finding an easy opportunity to grab him up may be harder (apart from the fact he'll get too big for me to lift up, lol!)
This might not be helpful at all to you, but as my son gets further away from 3 (he's 4 1/2) I realize there was so much I could have just let go of; that he is turning into the most delightful and fun and thoughtful boy and it's all been a matter of time and growth. And once I re-adjusted my expectations and changed my mantra to "he's only acting 3" we started having so much more fun and I started really seeing just how much he was learning and exploring, despite me and my frustrations.
I think so much of toddler and pre-schoolhood is us learning to let go of control a bit so they can learn. It's so much easier said than done in a society that expects adult behaviour from small children and rewards parents for having quiet and obedient and very age-unappropriately behaved small ones.
Take care of yourself and make sure you get time to relax, because that certainly helps.