We had a list that my sister looked after - we put a sheet of paper in with directions, parking, where to stay etc in and at the bottom of that just said 'the wedding list is held with xxx' or something. I must say I felt a bit uncomfortable about that. We had a small wedding and by the time I sent the invitations out lots of people had already asked us where the list was going to be.
Depends how you do it I suppose, I have to say I hate buying wedding presents when there isn't a list - always fearful that I will buy the one that they pee themselves laughing at. But I didn't like the invite that said 'we would be grateful for only Habitat vouchers', and I wouldn't like being asked for cash either.