Teaching Gratefulness

One of the things I struggle with right now is raising Ristow to be grateful. Now don't get me wrong, I am not expecting my 3 1/2 yr old to totally grasp this concept, but I don't want him to be spoiled and take things for granted.
He is very polite when given a gift, says thank you and is super excited about getting surprises. Five minutes later it is a different story. The same goes for places we go or fun experiences. As soon as we are finished, no matter how great the activity, he says "mom, where are we going next?" I really want to believe that this mind set is typical for 3 yr olds. Never seeming satisfied, always wanting more. I guess that is a human flaw that is probably built into us. I know many days, I myself struggle with contentment, but that is another topic in itself.

How does one teach the idea of being grateful? I know I tend to give in too much and make one too many trips to the dollar store for a special treat for good behavior. So I guess it comes down to a balance between rewarding good behavior and expecting it on a daily basis that shouldn't need a prize or a treat. I know I need to not give him so much, maybe then he will actually be truly appreciative when he gets something. It is hard for me, this knowing exactly how to parent and raise a good kid. I trust that the knowledge and ability will be shown to me when I really need it. For now I guess I will just try my best and know that God has great plans for Ristow. He is very special to me and I don't doubt that he will one day be a very grateful individual.