I'll second Jess's loud noises.
We're fortunate enough to have a small sunroom that has turned into the kitty room. If they're naughty when they're out and about in the house, they get put in the kitty room and lose their exploratory privileges for a while.
Also, play with them MORE. To the point of exhaustion. Our cats go crazy for a peacock feather I got at the pet store for 99 cents. It's really hard to do this, but sometimes you've got to in order to channel their energy--they're kittens, and so a lot of what they are doing is natural.
Oh, and cats HATE HATE HATE sticky things on their feet, so try lining some of the places you don't want them to go with double-sided tape. Works like a charm, I promise you. Cardboard/paperboard pieces sprayed with Craftbond spray adhesive will also keep cats off of larger surfaces you don't want to line with tape. They'll jump up there once, get sticky, hate it, and not go back for seconds. Couple this with your other reinforcement tactics, and you should see an improvement.
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If I am not better, at least I am different. --Jean-Jacques Rousseau
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