But for a 3 yr old??? Nothing is worth enough to him to matter.
Actually, your son has already told you what matters most to him - independence and the ability to make his own choices. When he stays by your side, doesn't run away, comes when you tell him it's time to go, etc., reward him immediately verbally and with the promise of an immediate freedom.
For example, "Look at how you came when I called you. I am so proud of you for being so responsible. And because you came when I called, I think I'm ok if you don't hold my hand from here to the curb - as long as you stop and wait for me there."
And by the same token, you immediately remove a freedom when he ignores your request. "I asked you to come, and instead of showing me how you could be responsible, you ran away. That isn't ok, because it meant I had to run after you and that you were paying more attention to running away than to being safe. And because of that, I am going to carry you to the car because I can't trust that you'll stay by me where you are safe from the traffic."
He's smart. He'll get it, and I bet he gets it fast.
Currency with my kids is RARELY about things - taking them away, offering gifts, etc. They really didn't care, and they were happy to go without their things in order to have freedom and autonomy. So I had to learn that what they would work for was to gain freedom through actions that made me think they were able to handle that freedom.
It's a pain in the neck, because you have to be consistent. Every time, whether you're tired or stressed out or having an argument with your spouse. You have to be prepared to be "on" all the time until they've tested your limits enough to know it isn't going to change and that there isn't a way to distract or manipulate you into giving up and just letting them do what they wanted because it's easier at the moment.
And, this worked with my kids. I don't even pretend to know your kid or what will work for your family. This is just from my perspective of what I've learned over the 21 years I've been raising gifted, highly independent, exhausting kids.