I think we set boundaries all the time in all sorts of relationships, often without any kind of formal conversation.

I have friends around whom I just don't bring up/talk about certain topics, not because they ever said, "Hey, please don't talk about that and here's why," but because I'm sensitive enough to pick up on their cues...I make a joke about X, they don't laugh, I learn, 'Huh. I guess they don't find that topic very funny. Won't do that again.'

Same with my T. While I have outright said "I don't want to talk about/do that" before, a lot of it has been non-verbal. Sometimes a question or comment or gesture of his makes me cringe a little (often unconsciously) and he's sensitive enough to pick up on that and not do it again. Mostly.

Some of my boundaries:

-Respect the bubble of personal space. 3-4 foot no-man zone.
-No sudden movements. (Not real proud of this one, but there it is.)
-Don't initiate out-of-session contact for any reason other than scheduling. (I find it weird.)
-No physical grounding exercises. (They freak me out).

He's set boundaries, too, both explicitly and with non-verbal cues. I quickly learned, for instance, that there's a limit to how much profanity he'll tolerate.