It depends on why they are out of control and what your relationship to them is.
If they are not into substance abuse such as drugs or alcohol and you are the parent or legal guardian you need to set down with with your spouse if you have one and make s short list of 3 to 7 things you would like to help your child get control of. For teen you could have more than 7 items, but the 7 top items are a good start. Make sure this list makes sense and is behaviors important to the well being of the child. Always evaluate your child's behavior and ask yourself if changing it is really important or just part of a silly power struggle.
Next you need to have a sit down with your child and if possible discuss these items. Listen to your child and hear what they have to say. If you are engaging in behavior that is causing anger in them you may need to modify your own behavior if you really want success. You must never yell, scream or in anyway throw a tantrum of your own.
This meeting should result in a final list of changes you expect in their behavior and the consequences if they violate these expectations. You MUST be prepared to follow through with the consequences or you will end up making the matter worse so make sure your consequences are reasonable and doable. These consequences should never be given in anger or with a raised voice.
The best type of consequences are removal of privileges and non-essential possessions such as cell phones and ipods.
You can make a chart of the expected behaviors and place tokens such as stars or boxes after each one. When there is a violation of that behavior calmly mark of one of the tokens and when there are no more tokens take away a privilege. The amount of time the privilege is removed should also be predetermined.
I have seen parents end up stripping their kids rooms bare except for a mattress on the floor and in the end win the day. This was all done with out yelling or threatening. The only items off limits are items that child has purchased with money they earned themselves.
There is an old saying, physician, heal thyself and this probably is true in the case of most out of control children. The parents often need to heal themselves also because they were at the helm while the child got into this condition.
If the child is into substance abuse or exhibiting sever ODD symptoms you may need to consult a professional for some serious intervention.