Much of it is also transparent lying ("I'm thirsty, but I don't want cows milk or water or orange juice" "Do you mean you'd like some of my milk?" "yes" "But I just told you no." kinda stuff.)
I don't think that's lying, unless he actually wasn't thirsty at the time-- it's fairly straightforward manipulation of you.

About the lying in general, I wouldn't worry. Lying to get what one wants or to avoid punishment is common among small children, and your son may just be better at it by virtue of his early development.