Well, I have to admit that I would be uncomfortable writing "No gifts, please," but at the same time I really don't want my children to recieve a deluge of gifts. I'm so hesitant to put it on the invitations that I actually haven't thrown birthday parties with lots of friends for that reason. We've done things like invite a best friend over for an evening of cookie-making, or invite a good friend to go apple picking with us (Ds' birthday is in the Fall). Usually the friend is close enough that s/he knows it's ds' birthday, and so brings a gift, and it's special and we're thankful.
The main reason I don't want us to get a lot of gifts, and therefore haven't thrown parties, is that I am concerned about the effect North Americans' consumerism affects the earth and the rest of the people living on it. There's an upstream cost to everything, always an environmental impact to the production of any toy. Also, I've been to birthday parties, and obseved my own children at Christmas with the extended family, and my impression is that getting a large number of gifts at once is stressful for a young child. Mine can't handle it yet.
I've been to lots of parties where there is a tag line, "Please no presents, just your presence." I think that is a very polite way to say it. And I am relieved to see it because it takes the pressure off. It lets the parents know that there are no expectations. When we've gotten these kinds of invitations, sometimes we've taken a small gift, sometimes we've made something for the child, and sometimes we have brought only our smiles and well wishes. Knowing we weren't expected to bring a gift made us feel totally welcome either way.
To go off on a little tangent...Ds was invited to a party this past weekend. A lot of his classmates were there. After trying to think of a fun, healthy, open-ended toy that wouldn't have too great an environmental impact, I decided to send a pack of 20 colors of modeling clay. It was inexpensive but I thought it was the perfect thing for a 6 year old. But then, after seeing what other kids gave him, our gift seemed kind of stingy. One kid gave him a huge foam snowboard-type thing! Was a pack of modeling clay a lame gift? Was it thoughtless to give something so inexpensive?
Not thoughtless at all!!! Children's birthday parties are so stressful nowadays. For our two we just invite close friends and family and since I've got two voracious readers, books and creative gifts such as your modeling clay are always welcome as is just the presence of dear ones, sans gifts. I've got a real artsy crafty friend whose influenced my dd quite a bit and we now have a crafts closet! (She sure didn't get it from me).
I wouldn't worry about what you gave. I agree with pp's that there is way too much consumerism and greed in this country and if your gift did go unappreciated, it's not your problem, it's theirs.