Over on Seilevel's Requirements Defined blog, Joy Beatty wrote about some research into requirements gathering. The results of the research appeared in a paper, "Child's play: using techniques developed to elicit requirements from children with adults" (IEEE membership or subscription required). The research was mainly into eliciting requirements from children, but many of the same lessons apply to adults.
The main lesson from the paper seems to be that it is foolhardy to elicit requirements from children or from adults by simply asking them what they want. Placing them in realistic scenarios and focusing first on what they are trying to achieve - rather than how to achieve it - is the key to successful requirements elicitation.