I am dealing with this issue by telling the customer that if they don't give me a priority scale that I can work with, I am going to implement the system using my own prioritization method, which is based on the technical fun factor of a particular feature, and that I don't consider UI to be fun, ever.
That tends to get me a list of features for the next week or two :-)
More seriously, though, I am posting this mostly as a way to remember to send this to the next customer that tries to take this approach.
My last customer was a pleasure to work with, because he was the rare combination of a technical guy with a good sense of the business, so we could discuss anything from implementation strategy to feature prioritization based on internal dependencies and the business need.
I think I need the non PHB award.