Haha mu hubby and I are like you! We couldn't face asking people so we keep them unopened and palm them off as gifts to other people for birthdays and christmas hehe we save a fortune and don't hurt other peoples feelings! Just make sure you don't give the wrong one back to the person that got it for you ha!
I'm a perfume fanatic so it's always been the easiest option for everyone which I was more than happy with but when it was literally getting too much I just said it in normal conversation like "Oh god I'm on a perfume ban now, my collection is getting ridiculous" could you do something similar?
In our family, adults make a list of things they want/need for Christmas and birthdays. Takes away the element of surprise, but ensures you receive something you're happy about and takes pressure off the gift-giver to conjure up a 'good' gift.
One acquaintance even went so far as to make a very specific list - i.e. 'red shirt with buttons down front from Whistles, size M.' But, it ensures that she gets things she'll use and enjoy.
So my advice is give your family / friends some ideas of things you'd like to receive.