No young child likes to hear no. Every child out there will fight a no if they think there is a chance they could win the fight. This is all quite common and normal. Similarly no kid will listen to instructions if they think they can get away with ignoring it.
The most important part of preventing this is to teach a child that they won't get what they want. This means setting firm, consistent rules on what they can and can't get away with and sticking to them. This can mean punishment for misbehavior, but should also include encouragement and rewards for positive behaviors.
...Unfortunately giving more advice than this is hard because there is so much I don't know about your daughter or your specific situation. What works for one child does not always work for another, and I'm hesitant to make assumptions off of so little information. Still I'll try to hit a few key points and ask your forgiveness if I make any flawed assumptions.
First, you said that you get "exhausted [and] give up." This is likely part of your problem. I fully understand the exhaustion, I've been there! However, if your daughter knows screaming and resisting long enough will result in your giving up and her getting what she wants well then it makes complete sense for her to do what will get her what she wants. To get a child to cooperate and listen requires consistency and a big part of that is teaching a child no matter how much they resist they will not get what they want, even if doing that can be quite difficult at times. I can't stress enough how important consistency is in policies and not giving up is in getting a child to listen.
The Screaming:
As to your daughter's screaming specifically, well that's hard to answer without knowing your child. For many kids a timeout once the child starts screaming could work to teach them screaming will not work, however, I've met a small number of kids that this would be the exact opposite of a good solution as they will continue to escalate without the ability to self-sooth. To tell you how best to handle her one needs to know if her screaming is motivated by a belief it will win the argument, or an inability to regulate her emotions. So I'd ask a simple question: does your daughter often lose control of her emotions in other situations, or only when she is expressing defiance to your commands? If it's the former then what she needs is help working on controlling and regulating her emotions; if it's the later what she needs is to learn that she will not win the argument by screaming and may further loose things she wants if she continues it.
I don't suggest using a raised voice in either case. For certain parents, with kids with the appropriate disposition and who have already set a precedent that taught kids 'raised voice' means “I'm serious now please listen" this might help, however, kids don't just instinctually listen if a voice is raised unless they learned that not doing so will result in immediate punishment. I recommend instead a level consistent voice. If the child doesn't seem to understand you are serious or continues to play then you can politely tell her you are serious and need her to listen now. That would be your equivalent of raising your voice - a means of showing they need to listen, but is 'safer' than a raised voice that can make children feel their parents are angry or dislike them. However, this will not magically make your daughter listen until you have done the hard work of setting consistent rules and demonstrating to her that resisting will not succeed.
To the specific problem of her screaming over you I suggest setting a rule that you don't discuss things when screaming and make it clear. You may want to try telling her to go to her room to calm down and that you will talk to her when she is ready to listen. You could even simply tell her you love her and will talk when she is done screaming, then let her sit there and scream futile without getting what she wants for a little while. When she has exhausted herself you can come back, again tell her you love her and ask her if she is ready to talk properly now. She may scream at you again, at which point tell her you don't handle screaming and leave her to scream it out. Eventually once she has failed to get what she wants (and make sure she does not get whatever it was that triggered the screaming during all of this) she will give up and be willing to talk because she isn't enjoying herself. Then you come back, tell her you love her, and talk with her and try to find a compromise that makes her happy or something else fun she can do. You may simply tell her she needs to say she is sorry and then you will be free to do something fun again. All that matters is that she does not succeed from screaming and you stay consistent to the rules that whatever her problem is it will not be remedied until she actually tries to speak with you.
Not liking to hear no:
As I said no child likes to hear no and to some extent you will always have trouble with this. However, there are some things you can do to try lower the sting of _no_s so she doesn't feel the need to esculate the situation as often.
First, try to give some _yes_es to! There are plenty of things you need to tell a kid no to, but let a kid have as much control in her life as possible. If you have to say no to something then ask the kid why they wanted it and see if you can come up with a compromise that gets the kid some of what she wants. For instance, if you say no to a child's claim she needs some unhealthy snack because she is hungry you can suggest lots of healthy snacks she could have and/or ask her if she can think of a healthy snack she might want instead. Talk with her and try to encourage her to come up with compromises that will make her happy.
Going along with the above I have a standard policy of making compromises when kids are beng reasonable, but setting a rule that chances for compromises are lost if a kid screams and fights too much. You may want similar, where you are willing to work with your daughter until she starts screaming but not after. If you do this you may even want to be clear on what is happening. If your daughter makes a reasonable suggestion for a compromise you may tell her "that's a good idea and if you had asked that originally we could have done that and been happy, but I'm sorry you decided to scream at me instead of talking so it's too late to talk about other options now." This will upset your daughter and may lead to more screaming at first, but that's part of setting expectations now, and yes suffering a bit in the short term as you demonstrate the new rules to your daughter, to encourage her to behave and make things easier for you in the long term. Though if you try this I suggest explaining to her once or twice when she is calm that you're happy to talk with her and make compromises when she is calm but not if she yells, so she has been told the rules before they come back to hurt her.
Seperate from that you can't always say no to a child - they need to have some choices of their own. Try to work in lots of choices in your daughter's life where she has say in things. Let her pick what she wants to wear, where you should walk to, what she wants you to make her for her lunch (so long as it isn't too unhealthy...) etc. Make sure she feels like she gets to make lots of decisions so the _no_s won't feel quite as harsh. In fact, if you can see your daughter is getting upset because you had to say no a few times try to come up with some choice, any choice, you can give her to make that you're willing to respect. Letting her make some decisions will remind her she doesn't just get _no_s and could defuse the situation before it escalates to screaming.
Since I think rewards should also be part of the plan, not just punishments, consider sayng yes as a reward on occasion. Lets say you don't like your daughter jumping in puddles in your front yard because it gets her feet wet. That's the sort of thing where you may have a preference, but it's not the end of the world if your daughter did it. So consider letting her do something like that, something you kind of prefer she didn't do but wouldn't suffer to much if she did, on occasion. In particular though tell her why she is getting to do that as a reward. Explain something like "You know mommy doesn't like it when you jump in puddles because you get your clothes dirty. But because you have been a good girl today and haven't caused trouble I'll let you do it this time." Make it clear you saw them behaving well and that good behavior gets rewards!
In particular if there is ever a situation where you anticipating your daughter getting angry and fighting you and she cooperated make sure to find an excuse to point out how proud you are of it and give her a reward. For example, I remember when I had my goddaughter late one evening at a playground where she was playing with some newly made friends. I knew she was tired enough to easily get cranky, and as an extreme extrovert would hate to leave her new friends and all she was having to go home and to bed. I was expecting a fight when I gave her my "it's about time to go" warning, but she accepted it without any fight. I immediately told her I was proud of her for that and then I suggested a compromise by offering to let her play for a few minutes longer than I had planned while I packed up all of our supplies myself instead of making her help 'because she was so good'. This only bought her a minute or two of extra playing, nothing too big, but the point is that she got something, no matter how trivial, precisely because she behaved well to teach her that cooperating was the better idea.
That's all I can really say given so little information. Like I said it's hard to give useful advice without knowing more about your daughter and her behaviors. You may also want to read some of the tips I, and others, have written for trying to get kids to cooperate with you here. Again I stress though consistency and making sure your child doesn't get what she wanted by screaming or fighting you is the only way to prevent them from doing this.
