And do you take your shoes off when going to others?

I almost always take my shoes off at other peoples houses unless they tell me not to. Most people take theirs off at our house besides DH's family. It kind of drives me crazy, but is it rude to ask them to take them off? They are coming over tomorrow... it's been rainy here, so therefor wet and muddy and they aren't very good about not stepping on the girls items like blankets. Wondering if it's ok to ask them nicely to take their shoes off...or maybe put a note on the door?