Lee tells an [entertaining story][lee] 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 user what they want, you get the wrong picture, for several reasons.
First, as Lee says and I second, users want to please. Well, at least some users do ;)
Second, users focus too much and loose the big picture. They tend to stick to their opinion.
Third, they have an incorrect view about the perception of others. *If I like it, other must, too*.
Reasons for this are numerous, but one stand out. Users do not know how other users feel and they cannot see how others behave. The only image they have is themselves.
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][att] (sorry, German only).
Of course, sometimes a user can have great idea, and of course there are users who might be worth talking to. The exception proves the rule.