This question concerning Dally refers to a statement made by Ponyboy at the very end of the novel when the policement shoot Dally at the lot:
"I knew he would be dead, because Dally Winston wanted to be dead and he always got what he wanted" (154).
Ponyboy's observation truly speaks the determination of Dally's character; he was a tough young man that was unafraid to go wholeheartedly after the things he coveted or wanted. While Dally may have certainly gotten what he wanted in his final moments, which was to die in a police-assisted suicide move, he definitely did not get everything he wanted.
The most significant example of Dally's wishes not coming to fruition would be Johnny's accident and subsequent death. If Dally had any choice in the matter, Johnny would have lived, and that phrase is really the defining point--if Dally had any choice or say in the matter. He directed his own fate with a sure hand, but when circumstances, such as Johnny's health, drifted beyond his control, Dally was at a total loss on how to deal with those feelings of helplessness, and his defining response was to over-react and assert his control in the only way he could think of at the moment--to rob a grocery store and effectively end his own life.
Yes, Dally gets what he wants everytime.