I said "let's try X for a few months and see how that works." He agreed that was a fine course of action.
Similar story: at a recent checkup, my cholesterol numbers had mysteriously shot up by a huge margin. He called and said I should double my dose of the statin blocker I'm on. Well, I don't even want to be ON a statin blocker, and I was doubtful about my cholesterol taking that big a jump for no reason. So I suggested it might be a bad test, or some kind of weird outlier, and suggested we wait a month and test it again. We did and my cholesterol was back to perfect. So no change in the statin dosage.
I can also ask him to order specific tests for things I'm interested in (c-reactive protein for example, or the NMR LipoScience lipid test) and he's fine with doing that.
Now maybe my doctor is really weird in this regard, but he really treats me as pretty much a peer when it comes to decisions concerning my health. Not "peer" in the sense that obviously I'm not a doctor, but as in it's my health, and he acknowledges that it's my health and my decisions, which I can make with his consultation.