Here's something you can try if your child enjoys riding "piggyback"...
When you're both in a good mood, offer your child a piggyback ride. But don't lift him/her up; instead, kneel down and let your child climb onto your back.
Also, don't try to "entertain" your child (i.e., pretending to be a horse, etc.). Just walk from point A to point B and let the ride itself be the entertainment.
After doing this a few times, your child will begin to recognize your "piggyback mounting position" as an invitation for a ride.
Now you have a "tool" that's especially good for helping your child shift from one flow to another. Instead of saying, "Stop playing; it's time to go," you won't have to say anything — just assume the inviting position and your little rider will eagerly come on board!
(As you can see from the photo at www.enjoyparenting.com, my kids and I really enjoy this mode of transportation!)