I started making my needs know early. My family complained about the movie captions when we watched a movie. I quit watching movies with them and they got the hint. My family is generally pretty considerate anyway.
My kids turn my CC off my TV when I'm not home (it's 65 inch widescreen) and it pisses the beejeezus out of me. I tell them, "You have your 'hearing' TV (42 inch widescreen) downstairs. USE IT!!"