I think every DM learns to deal with that, sooner or later. Thing is, if it's a problem we can solve directly in the game mechanics (and we can), there's no need to make the DM learning curve steeper than it needs to be.This! If the players think there's no consequences, then they'll do what they want. This is not a failure of the rules, but a failure of DMing. I've never suffered much of an issue with the 5MWD, because I will adjust the adventure/world based on the actions of the players. Yeah, this might be more work and it might end your carefully crafted campaign, but if the players can get away with bad behavior, your campaign is going to be ruined anyway.
One of the reason I appreciate 4e over 3e and 5e is that I managed to be a player for years, as anyone in my group was able to DM pretty well with little trouble. Something that can't happen with 3e or 5e.