I'll be the first to admit that they can be a handful at times, but they are always on their best behavior when we go to a store/bank/restaurant/cinema/etc... I try to do the grocery shopping and stuff on the weekends when Wifey is able to stay home with them (or take them to the Y or whatever), but sometimes we need to go at less convenient times. When that is the case, I try to include a trip to the park so they have something fun for them to look forward to. It seems to work.
We have only taken them to one movie at the cinema, Cars 2, and they did very well. They did need a potty break right at the climax of the movie, but that's only a minor inconvenience as I'm sure we will buy a copy of it and watch it a few hundred times during the winter months. I've been to enough movies that are intended for grown-ups (I don't want to say "adult-oriented" because that brings up connotations of porno

) where kids in the audience cry during the loud or scary parts. I don't want to be that parent. I'm only taking my kids to age-appropriate movies until they are old enough to enjoy the movie quietly. It's one of those "learn from other people's mistakes" things.
We don't often go to restaurants, but when we do, we try to pick restaurants that are already noisy and/or explicitly "kid friendly." Just like with the cinema, we've been to quiet restaurants where kids are bouncing off the walls and crying about the yucky food and lack of chicken nuggets or whatever. It is annoying for other customers, and (I'm guessing) a pain in the arse for the parents. Plus it's cheaper to eat at home.
All of that being said, it burns me that some businesses "ban brats" knowing that some kids (not just mine... there are lots of well behaved kids out there) are actually really good kids. I think parents (like myself) should shoulder some of the responsibility for keeping their kids behaved-- or should be considerate enough to not take their kids to someplace that they know their kids would lose it. Let's try being parents, people.
Now... who has seen Cars 2? What happens between the moment that Mater realizes he has the bomb and their happy return to Radiator Springs?