When I pick my son up after kindergarten, he always asks me for something material - an ice cream, or "Daddy, can we go to the toy store, please?". It's almost a ritual - and I've seen other kids doing it, too.
I've thought about this a lot, and I've come to the conclusion:
Children are greedy - it's in their nature to be that way, and there's nothing wrong with it. If they didn't demand your full attention, and every spare piece of change in your pocket, you might begin to think that they could do without you.
Isn't it great to feel needed?
Response to village idiot's w/u, below:
Oh, I don't spoil my children - not more than any other parent...at least, I don't happen to think so.
I am merely musing on the nature of this behaviour, which I have seen so frequently. I think the underlying reason is that children ask you for material things (whether or not they are given them) as a signal to you that they need you. It may be a clumsy, heavy-handed sort of signal - but nobody ever said that children were sophisticated or subtle. And, again: Isn't it great to feel needed?