I had the same problem with my children. You may want to try a reward system. It can be as simple or complex as you like.
Here's what I did: I wrote each child's name on a zip lock baggie and used some old poker chips (you can use just about anything you have around the house). I made a list of tasks/achievements and how many "chips" they would recieve for each thing they accomplished. For example, if they brushed their teeth on the first time I asked them, they would get 1 chip. If my son had a "dry" night, he got 5 chips. If my daughter stayed in her bed all night, she got 5 chips. The amount of chips they receive depends on the achievement. I then wrote a list of rewards, i.e. go out to ice cream, rent a video game, get a new barbie or a doll, etc. and the amount of "chips" it would take to recieve that reward.
If they are really bad, then they may have to take away a chip for the bad behavior.
They really respond well to it. I let them add and take away their own chips so they are involved and can see that their actions, positive or negative control the balance of the chips.
It also helped me every time we went shopping as well. My kids want a new toy EVERY time we go to the store. It would turn into a whining scene every time. With the reward system in place I would just say "not today, when you earn enough chips we will come back to get the "toy". I would also let them know how close they were to getting it. It worked!
Consistency is the key. This can go on for a long time to teach them responsibility.
Good Luck.