>You, as a GM, provide a list of equipment/vehicles/weapons/housepets/etc for the players to choose from, as part of your setting

>player, "Hey can I have OMGWTFBBQ thing?"

>player, "Waaaah, why isn't the super-shiny-awesome on here [i]at the beginning of the game[/I]"

Dude... everyone else is happy with it. Seriously, stop being such a munchkin and have something to work towards. Everyone else is okay with it, and if it's not on the list, then...