some of this expectation can be blamed upon the media, especially when kids are younger.
Our 6 year old watches TV, normally somethign like Nick, disney or cartoon network, these channels are absolutly stacked out with adverts for expensive toys, some of the adverts pretty much tell the kids to ask for it.
Some scandanavian countries have banned the advertising of kids toys

whilst this may be seen to be a little harsh it does relieve the presure of kids constantly asking for things that they either
A) don't need
or
B) don't want but have been convinced by marketing that they need
We have spent the last 4 years saying no to my daughter on various things, there have been times when she has hated me for it, but i don't care, i don't have a bottomless pit of money.
Kids expectations get higher and higher as they get older, before long we will have kids asking for deposits of first homes as 21st birthday presents!!!
My Son had a set amount of lessons for his 17th and we bought him a car for his 18th, some would see that as being too generous but what he got was a 12 year old car that was MOT'd and roadworthy, the rest was up to him.