I agree it's rude if they only ask for expensive stuff, but why ask if you're going get wound up when they tell you?
DD2 asked for a few things for Christmas - a particular DVD, a particular book, stuff like that. Nothing outrageous, stuff I'm quite happy to buy myself but she would have been disappointed not to receive them. I don't buy everything off their lists, but I do like to get them the things I know they really want
Mil used to drive me mad for this. Pester the life out of me for ideas, then refuse to buy any of it. I'd get
MiL: what do the girls want for Christmas?
Me: well, DD1 would love X and DD2 would love Y (things like books, DVDs)
MiL: I don't want to buy that, what about a coat?
Me: well, they have day to day coats, but a nice coat would be good
MiL: no, I wanted to buy them a school coat
Me: well, they have school coats, and DD1 won't wear one anyway, how about rain coats for when it's warmer?
MiL: no, I've seen the coats I want to buy, why have they got coats already, they're so spoilt
Me: erm, it's December? Why wouldn't they have coats
MiL: so what do they want
Me:
If she doesn't want to buy what I suggest, that's absolutely fine, but stop bloody asking me. They don't ask for much so I have enough trouble trying to work out what they want, without giving ideas away to people who then won't buy it
We buy the stuff they really want now and just suggest stuff that they wouldn't be disappointed not to get