What do you do when your kid screams?

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I have a baby boy about 8 months old. He's very smart for his own good.Very calm and he sleeps the whole night ,,he's the best type of kid you can ask for. The thing that gets to me is when the grandmothers take him for the weekend he gets to do whatever he wants. When he comes back its like trying to teach him all over again. If he screams, I say close your mouth and he does, if hes about to touch something he is not suppose to I say nooo or pow pow and he stops. Now to the topic. There are times when hes just wants to be stubborn and scream real hard . Sometimes I want to scream with him kind of like a screaming challenge. At those times when I say close your mouth, he listens for about half a sec then starts again. What im trying to teach him is that it cant be his way all the time, he cant just scream and I come running. Hes a fast learner considering he understands what I tell him and hes only 8 months and hes been saying mama and dada since 5 months. Anyhowww What do you feel like doing when your kid feels like going against you ...screaming there lungs out? And I know some of you will say hes screaming for something ... believe me I know and iI always get it but first I maker sure he calms down. For example if hes screaming his lungs out for food I will tell him to calm down and realx or close your mouth in a nice tone...Once he calms down He gets his milk. So yes I just want to know what some other people do when there child screams like crazy what are your tactics? What do you do?