Remember, not to sound harsh, but kids only do what they're allowed to do. When I talk to my friends and they say "he's doing this....and won't stop!" Or "I can't go anywhere because he won't behave!" I think to myself, "when did their roles reverse? When did the kid become the one in charge???"
My daughter LOVES playing dressup, and also went through a phase of wanting to change clothes a few times a day. After a couple of days, I took her into her room and said "mommy works really hard keeping your clothes clean and hanging up nice. From now on, you ask me first if you'd like to get any clothes out. If I say it's okay, it will no longer be you who gets them out, I will get them out for you". That was the end of that problem. You should be able to sit and talk to your kid (mine was also 3 at the time) and tell them the rules, and although kids are going to test their boundaries, the rules should be the way things are....all the time. If my daughter goes back and gets clothes out without permission, then she has privileges taken away, or a time out.
Take control of your child again. If he is doing something you don't want him to be doing, tell him no!! And if he does it again, enforce the consequence of disobeying. That's the only way you'll get him to stop.