Just a data point: I once avoided giving the first number, and when pushed into it, gave a ridiculously high number for a job I really wanted. The HR guy said, "no that's too high". Well duh, idiot. You make a big story about how you can't possibly move forward until I tell you something, I'm going to tell you something, and you're not going to like it.

I waited a day to cool off and think hard, and called the guy back to say, "Your colleagues have selected me, I've proven I'll be able to do this job, and they told you they want me to. I told you, make me an offer. You instead required me to make an offer, and look where it got us? Now do as I asked, make me an offer, and we'll see. I won't be offended, this is a hard post to fill, and we both want this to work, so just try, will you?"

Hardest phone call I ever made, but worth it. I saved my colleagues from having to go find another candidate, and got myself a job I wanted for the right price.