Lee tells an entertaining story about a user and how his actions mismatch his words in a prototype testing session.
One of the lessons Lee learned from that session: Depend on what you observe, not what the participant says.
Been there, done that. If you ask users what they want, you get the wrong picture, for several reasons.
First, as Lee says and I second, people want to please. Well, at least some do ;)
Second, we focus too much and ignore the bigger picture. We tend to stick to our opinion.
Third, people have an incorrect view about the perception of others. If I like it, others must, too.
Reasons for this are numerous, but one stands out. We do not know how others feel and we cannot see how others behave. The only image we have is ourselves.
But for you as a tester, it is easy to say what users want. If you observe a website, you can easily tell what parts of the site draw the most attention. Now you can target the attention even more by making this part more prominent, or you can try to draw attention to other parts of the site you or your customer wants to become more popular.
If you observe (that is, reading it, not taking part) a forum, you can identify fields of interest and which are the most asked for. From this observation, you can create assumptions about changes that would help users, or draw more users to your forums.
Don’t ask users direct questions. Ask general questions instead. A good example for this kind of survey is AttrakDiff (sorry, German only).