If your child's behavior hasn't changed after you have consistently used a consequence, then your child is probably telling you that the consequence doesn't mean anything to him. Try taking away a privilege that he will notice. If he is younger, take away his TV privileges or a favorite toy for a day. If he's a teenager, take away phone or internet privileges for a weekend.
It's important to also remember that even though consequences are a powerful tool, when used alone, they won't always change behavior. Consistent teaching and modeling positive behavior work best in the long run. This is also a good time to use some preventive teaching techniques. For example, if your teen frequently misses curfew, remind them that they need to do to be home on time. You can say, "Friday night's curfew is 11 p.m., so know how long it will take you to get home from wherever you are and leave in time to make curfew. If you know you're going to run late, always call home."