For me, the natural consequence of throwing legos all over the floor and refusing to pick them up is that they remain all over the floor, leaving no room for dancing without hurting one's feet, getting lost and broken, and providing a disincentive for others to visit. I would not call putting the legos into "time out" a natural consequence.
LOL on leaving them in their room!
I'm sure that can work for the child's bedroom, but what about public areas? Leaving toys, especially small ones, in public areas of our house is not acceptable. DD often plays in public areas, which I love because I can stop in and play with her a bit as time allows, but she isn't always great about clean up and sometimes throws fits about it. Small toys are a big choking hazard for my babies, and I would not want to risk tripping on something while carrying my babies around. Its a safety issue.
I have found the immediate reward system I've been using the last few days has really increased her willingness to happily clean up, even without me asking. Once I get the behavior 'set', I will phase out the physical rewards. I have done this in the past with her on other issues (potty training, getting out of bed at bedtime) and it has worked, I think we just got sidetracked somewhere along the line...that happens.
I'm not sure what to suggest about the hitting, etc. We've always used time outs for that. Time outs are hard at bed time, especially if it is a reward to them to stay up. When DD seriously misbehaves at bedtime (which is not uncommon), we interrupt the bedtime routine and tell her she has to put herself to bed. We just give a quick kiss and leave her room. She hates that, and it usually precipitates another whole fit, but it does help for a while...
