I just got an email from my broker that starting in 2011, in addition to reporting all our securities sales, they'll also have to report the actual capital gains. My broker's default will be first-in/first-out, but we can arrange for a number of alternatives (i.e., based on the IRS "specified lot" option, or whatever it's called). I'll probably call tomorrow to ask them to set up "most expensive" first as my option.
The most unfair part of the tax system is that for those of us who work for an honest employer and who keep our accounts in banks and security broker accounts, the IRS can tell us what our our income is, including the detailed interest, dividend, and capital gains numbers on schedules B and D, and with just a little more information, the "taxes paid" section of schedule A, while those whose income is "cash" can easily get away without paying all that they're required to.