My dd and I also have problems with transitions - every time we come home (from anywhere), and turn down our street, she starts crying and saying "I don't want to go home!"
The "how to talk so kids will listen" book is great, but the best help I got was from an article in "Mothering" from Sep/Oct 2000 called "Let's Take a Bath in the Magical Forest: Moving Through the Day with Play" and it's all about transitions and getting your kids to cooperate.
BTW, yesterday I finally decided NOT to get angry when dd dawdles around and ignores me when I say it's time to go. As she ran off in her underpants yet again I let out a big sigh, and she said "aren't you going to get angry?" and I said "no, I've decided that isn't much fun for either of us. But I am going to leave when I get ready." She said, "but I want you to get angry!" When I asked why, she said "because you sound so different." That really shocked me and made me realize that she was deliberately provoking me to see what kind of reaction she could get. From now on I'm going to try humor instead of anger (although that will require tremendous self-control!) to get her to cooperate.