Anyone in the immediate family who gives money, I think that could be considered rude, as they are people who are as close to you as possible (in most cases) and so you expect them to know what you like to do and what you might like.
Aunts and uncles (and possibly grandparents) on the other hand, I think it would be reasonable for them to give money, unless you asked for a load of reasonably-priced stuff on your wish list and they couldn't be bothered to ask what was on it, and just wrote you a cheque, instead - I think that might be a bit thoughtless, but then again, I guess most of us can barely come up with anything to ask from our parents or siblings or friends, let alone our extended families and so it really is only to be expected that they give us money, and who are we to condemn it when we didn't even know what we would like either?