DP thinks that you should ask for exactly what you want for Xmas. So in the 15 years we've been together I've always bought (out of joint account or he gives me money back if out of mine) my Xmas gifts and give them to him to give to me on Xmas day. This is how he likes to do his Xmas shopping 
I think its nicer to buy thoughtful, surprize gifts for people. And/or listen to the stuff they talk about liking through the year so you can buy things they like/want at Xmas. But I don't ask for lists or anything because I think it spoils the fun. DP never knows what I've got him until he opens it and he always loves what I get him.
I think it's a bit silly to just open things you've bought yourself on Xmas morning and try to act all surprized!! And Id love to have a gift that he had seen and thought was perfect for me. It's nice to get exactly what you want but as an adult with a job & money I can buy what I want at anytime of the year really.
First world problems I know!!
Do you buy your own gifts from your DP or do you get surprizes?