I have a dd (9) and a ds (5). I find that the best approach for getting my point across when they are a little out of control is instead of screaming at them I will bend down to their level and I will talk to them in their ear exactly what I want to see happen. If that doesn't, I handle the situation, such as send them to their room, a designated time out spot or leave where we are. No need to embarass them or myself. The key is that I've always followed through, so they know not to test me.
When on vacation, I realize that it is their vacation also and actually probably lighten up a little on my expectations of them. I won't allow rudeness or anything like that, but if they want to candy or ice cream, I let them, it's vacation for a week. I always plan our vacation, but tailor it according to what I see happening with them. Sometimes I will give them a choice, do you want to go to blank park or do you want to swim. I always try to step back and remember that I am on vacation and to relax. If I am relaxed, the more likely that they will be relaxed.