I do it in a round-a-bout sort of way. I'll tell my husband what I don't want, because I know he compares notes with my other family members about gifts so that there are no duplicates (the year that I received three copies of the Return of the King extended edition DVD spawned this). That way if someone says to DH "I was going to get LadyClaire an XYZ", he can tell them "Oh, no, she doesn't want one of those. Better get her something like an ABC instead."
I told him this year, I do not want any household things. Ever since we bought the house, on my birthday and on christmas I've received things like dish towels and steam cleaners and cooking utensils from everyone. Honestly, it's a bit disappointing when everyone is opening Fun Shiny Things and I'm opening a pack of oven mitts or a set of wall-mounted coat hooks.