D.T.
I think all kids are born to whine. It is so hard to deal with. I have gotten to the point with my kids (4,3,11mos boys)
that I just say are you whining, and the older two know they have to start over and try again or they get nothing. It seems harsh, but I decided until they can speak without whining they don't get what they want AT ALL! It didn't just happen over night.
I started whining back at them, and demanding the same things they were. They did not like that. I explained to them that it was called whining. I tried to reason with them, and explained I was done reponding to it. After a few days of that they seemed to understand. If they wanted a snack, they had to ask nicely and speak clearly. If they started whining I simply wouldn't even aknowledge they said anything. They would repeat themselves in an appropriate manner, and all was well.
Now in regard to whining when they don't get their way, I go sit them on the time out chair or their bed until they can talk to me about it without whining. It is rough somedays, and they are young. I remind them everyday when they start whining. Usually that helps them remember how they should talk.
I also think it is individual. You may have to try several different thing before one works for you. I wish I could tell you that whining is just a stage, but if I remember correctly it is a stage that can last more than 18 years. Good luck!