In the real numbers it's possible to define a square root function that is injective: for $x\ge0$, $\sqrt{x}$ is the unique nonnegative real number $y$ such that $y^2=x$.
In the complex numbers this is not really possible: an injective square root function can be defined, for instance declaring that $\sqrt{0}=0$ and for a nonzero number
$$
x=r(\cos\alpha+i\sin\alpha)\ne0,
$$
with $0\le\alpha<2\pi$ and $r>0$,
defining
$$
\sqrt{x}=\sqrt{r}(\cos(\alpha/2)+i\sin(\alpha/2)),
$$
where $\sqrt{r}$ is the unique square root of a positive number defined above. However, this function has no good algebraic property, apart from
$$
(\sqrt{x})^2=x.
$$
For instance, with this definition, $\sqrt{-1}=i$, because $-1=1(\cos\pi+i\sin\pi)$, but
$$
-1=\sqrt{-1\mathstrut}\sqrt{-1\mathstrut}\ne\sqrt{(-1)(-1)}=1
$$
which instead would be a decent property to have.
Indeed, if instead of the interval $[0,2\pi)$ we chose $[-\pi,\pi)$ for the argument, we would have to write $-1=1(\cos(-\pi)+i\sin(-\pi))$ and so the square root would suddenly become $-i$. Why choosing one interval for the argument and not another one? In any case the product rule wouldn't hold.
Thus $\sqrt{-16}\cdot\sqrt{-1}$ doesn't really make sense except perhaps to denote two values. But this opens other problems: how many values would $\sqrt{-4}+\sqrt{-4}$ have? Of course three: $-4i$, $0$ and $4i$. On the other hand, $2\sqrt{-4}$ would have only two, namely $-4i$ and $4i$.
You see that there's no way out. Well, there is, and is called “going to a Riemann surface”. Not at all elementary.