K.,
Our son was very similar at the age of 3 and we learned to deal with each situation as it came rather than a blanket technique. Unfortunately this is a phase and eventually he will begin to listen to you, but you might want to play a listening game when he is in a good mood. Tell a very short story with 3 step-sentences and then ask him to tell you what happened 1st, 2nd, and 3rd. Practice playing board games together and following the directions, then play the game how he wants to.
When you know he heard you but decided to throw a temper-tantrum or ignore you completely then you need to follow through with a pre-set consequence. We took away the toy he was currently playing with and said, "Because you were not listening to me this toy needs to go into a time-out, you can get it back when you are ready to listen."
A sticker chart can be a great tool for those boys who like seeing their progress. Initially we gave our son stickers for new responsibilities he was learning. Each time he did something we asked without complaint or argument he earned a sticker, but when he did complain he lost a sticker. 5 stickers in a row earned a treasure from the treasure chest. Now we give our son a sticker when he does something that makes our eyebrows go up in surprise, such as clearing our dinner dishes without being asked, putting away his laundry without a reminder, and giving someone a gift just because.
Finally, in answer to your milk question - if you are concerned about his calcium intake there are other, better sources of calcium that milk. Dark, leafy greens such as spinach and kale have more calcium per ounce than a glass of milk. Also, broccoli, green peppers, and other green veggies. You might want to look at this article:
http://www.spine-health.com/wellness/nutrition-diet-weigh...
If you are concerned about his vitamin D intake the above article also addresses this - but sending your son outside to play for a 1/2 in the morning without sunscreen will help his body to make enough vitamin D to get through the day.
Good luck with your son.
-C..