J.L.
I would definitely recommend teaching sign language. He's old enough to sign "please" and "thank you". I also wouldn't doubt his cognitive skills at this age. He probably understands quite a bit of what you tell him.
As far as what to do in the situation where he's screaming, I would wait until there is a break in the screaming and then model what you would want him to say. For example, he sees a cracker and starts pointing and screaming. You wait until he has calmed down a bit. As you hand him the cracker, say "Cracker, please?". You can also model the sign language. Once he has the cracker and his happy, say "Thank you!" along with the sign.