When I was a kid, I usually got the toys I wanted, mostly because they were not crazy expensive or hard to find. However, one that comes to mind was actually a full train set of Thomas the Tank Engine. I can't remember exactly why I never got it; but it never happened.
Among many of the things I wanted as a child, I asked for a trampoline and never received one. My parents had a plethora of excuses; it was too expensive, we didn't have room for it, I could get hurt, and so on. Now I have a son and guess what Grandma got him for his last birthday?
The toys I got as a child were what I got. My favorites were some of the original Transformers toys in 1984 and my bicycle. I can't remember a toy I wanted but never got as a kid since I usually kept fairly busy. Now, every single day I'm alive is the only gift I need.
When I was a child I was to active to dwell on the toy of the year. I was always outside and playing different sports. I spent most of my childhood playing baseball, soccer, football, and basketball. This kept me in good health and I didn't need to waste my parents money.
I did not want a particular toy as a child and did not get it. Growing up we did not have a lot of money but we were still very happy. I do not remember getting as involved in toys that other kids have now. We were happy with anything that we had and did not focus on getting new toys all the time.