I act really shocked when they do something I don't want, like I'm horrified. *GASP! Oh, bad cat, really bad!" not loud, but shocked, shocked enough that they're caught by surprise by it. The cat I have now, I just make a sound, kind of like Ott! and she stops what she's doing and looks embarrassed. It's harder to train them when you have more than one, though. They team up on you.
p.s. I have an old trunk for the cat to sit on so she can watch me while I'm in the kitchen. She can see what's on the counter. Maybe that would help? (probably not...)