What to do with a wild four year old?

Lately my dear sweet youngest has become a royal pain in the neck. We are talking beyond the normal antics of a four year old boy. I have another son, and I've seen nonsense before, this is far beyond that. My husband is one of seven, four of which were boys, and even he is done with the insanity. 

So far the suggestion I've received from well meaning people include: 

• Drug him, thanks but no thanks, that doesn't seem like a real solution to me.
• Spank him, again, not an option, we have on occasion tired to spank, and the darn kid laughs, so no need keep that up.
• Take his toys away, well, good idea, but we already did, he can play with anything, not just toys.
• Run him more, great idea, but we have no yard and it's like 20 degrees out.
• Stop giving him sugar, already did that, but he keeps finding all of my hiding spots, and has resorted to my sugar dish.

So far the only advice that seems to have any effect is the advice from my confessor, give up on natural means and go for the supernatural, beg his angel, St. Monica, and anyone else in heaven who will listen. Done. No great results yet, but at least there is hope. 

Pray for me, that I do not resort to my parent's childhood threat to me, and sell him to the gypsies. The joy of Polish parents.