It is said that there is an improv practice of "yes, and" - where you eliminate "no" and "but" from the flow of a story because these things shut down the fun. Some people have taken this into their lives with the intention of seeing where it will lead them - open eyes and wondering at the world. Jim Carrey even made Yes Man around the idea.
“Saying no can be uncomfortable and feel awkward, but trust me, it is liberating.”
But there is obviously another take to this. When I don't take control of those requests, I can become slave to every interruption (or request every request that comes through on my calendar). Poppy Harlow (CNN anchor) had a great piece in yesterday's USA Today on Finding Happiness in 'No', where she described her journey in learning how to set limits.
In my personal and project world, there is a big benefit to being able to say "no" or "not now" to requests that come across my desk (or that pop up on IM). I am trying to live in a world where I prioritize FINISHING over being responsive. It's so much easier to respond (immediately) to everything, when in reality it is much more rewarding to actually get things done.