I have 2 girls and a boy ranging from 25-16. I've found offering a choice rather than a No makes them think. As aparente001 suggested, it is all in the wording. If he asks for candy you could say, "How about some raisins or grapes?" Another method I used was to turn their "want" into a goal. "You could have some raisins or grapes (or whatever you can substitute as a healthy snack/activity) now, and if you pick up your toys (or whatever it is you want done) you can have the candy tomorrow for a special treat!"
I understand at this point you are frustrated and confused at his behavior, but my oldest was stubborn, stubborn, stubborn & independent from the time she could talk about what she wanted and "needed now!". My two best weapons were distraction and positivity.
I'm guessing that he's a toddler and if you start thinking this way and using these techniques now, you will save a lot of future frustration. This also uses the things they want as rewards for taking responsibility, another important lesson to start now.
When my son was little, he didn't take time outs as a good consequence. I had to explain that it wasn't a punishment, just a chance for us to calm down and think of an answer together. We would both sit on a step and "think" of an alternative and talk when the age appropriate time was up. I then weaned him into time outs by himself by sitting on a chair in the living room nearby while he sat on the stairs, eventually I would do dishes while I was "thinking" as it was urgent for me to "get this done during my time out".
As a parent, time outs were as much for me as them as a beginning parent to give me time to consider a solution based on what I knew of my childs personality, wants and needs. I hope this helps.