Tae Kim once again.
“Also, you can only use the 「たい」 form for the first-person because you cannot read other people’s mind to see what they want to do. For referring to anyone beside yourself, it is normal to use expressions such as, “I think he wants to…” or “She said that she wants to…” We will learn how to say such expressions in a later lesson. Of course, if you’re asking a question, you can just use the 「たい」 form because you’re not presuming to know anything.”
So:
あなた何をしたいんですか？
彼は野球を遊びたいと思います。
彼は野球を遊びたいと言いました。
Are good, but you probably know that. It does seem weird that you can’t say it with some certainty. Oh well ^^