FWIW, my DW and I have a no because-I-said-so policy. If DD6 asks for us to explain a rule, we explain it. If we can't explain it, we probably shouldn't have it.
The exception to this policy is where it's not age-appropriate to discuss it. In these cases, we tell her we'll discuss it with her when she's older. Because these situations are few and far between, she accepts that. Also, we've highlighted situations in which she wasn't ready to learn certain things before she'd learned certain other things first. Because she has seen and appreciated that lesson, she accepts that reasoning. She also accepts it when we need compliance now, and it's not an appropriate time to talk in depth, and we tell her we'll talk about it later.
And the reason why she accepts these exceptions is trust. Because we go out of our way to explain our rules to her, we have built up her trust in us as authority figures. When our rules have solid logical foundations, and she sees how she benefits from these rules, she complies not because we said so, but because she sees how the rule was a good idea to start with. When we need her immediate compliance, she trusts us because our rules normally come from good reasons, so we probably have good reasons now, even if they're not immediately obvious to her. When we tell her we'll answer her questions later, she trusts that we will, because we do so consistently. She usually doesn't even have to be the one to bring up the subject later.
I would also like to emphasize a point made earlier... the moment the child begins talking about self harm, it's time to involve a psychologist. Immediately.
Also, my DD began saying some of these same things when she began attending school, and found herself bored and insulted with the curriculum, and misfiring socially with her immature age-peers. So if your DS is in his first year of school, this may be where all the acting-out is coming from.
