Apple doesn't rely on market research, says marketing chief Phil Schiller:
"We don't use any customer surveys, focus groups, or typical things of that nature," Schiller said. "That plays no role in the creation of the products."

Or, as they say Jobs said, "it's hard for customers to tell you what they want when they've never seen anything remotely like it."  Even if that's a little reality distortion, the point's a very good one.  You can't listen to customers when you're aiming for the masses.  You have to give them what they want in spite of what they believe.  (Much different story when you're doing custom software development, but at that point, you're either advancing corporate culture ("This system will help us plan projects!") or helping them give their customers what they what in spite of themselves.

Give the users what they want, not what they say they want.

(I'd probably extend this to all the forum posters that say, "Well, this is great, but if it had Feature X, I'd DEFINITELY buy it!"  No, no you won't.  When X is in, Y will suddenly become the dealbreaker.  I can't sell to you [easily].  I need to sell to those who are quiet.  What do they want, even if they haven't visualized it?)

EDIT: Let's put it more kindly -- Don't design for what the user knows they want now. Design for what the user doesn't know that they will want tomorrow.