Here's a fantastic idea I learned of, from one of my dearest friends' dayhome lady.
As you can imagine, she has a few kids running around the house all day...and to help keep the calm, she uses a timer.
When two kids are sreaming over one toy, she lets one of them have it, then sets the timer for 10 minutes. When the TIMER goes off, the other kids gets the toy. Friggin brilliant.
So I took this idea home and expanded upon the concept as my friend has done, and now use it for things such as signalling the end of a playtime or bathtime.
You set the timer and just before you release it, you ask them: "Now what happens when the timer goes off"? "It's time for bath". "Yes, that's right!"
It's not YOU saying it's time to stop playing - it's the timer. I don't know how this works, but it does. Try it!