I used to think it was rude until i went to a wedding without a gift list and spent countless weekends traipsing around looking for the perfect gift.
We put a list in our invitations but we included loads of cheap items so people had a lot of choice. I hate it when you look at a list and there are only two cheap items and everything else is over £50.
Lots of people bought us gifts that weren't on the list and I really appreciated those. I think it is great if someone is the type of person who knows just what to get someone. Not everyone is like that though.