You really must start as you mean to go on! We live overseas, in a far-flung part of the world, and have had many visitors over the years, some just for a few days stopover, others, anything from 1 week, to several weeks! All of them come wanting to explore, and wanting to be wined and dined in the evenings, for which my husband would always offer to pay (too generous for his own good!).
It cost us an absolute fortune in food and wine every time we had visitors, they basically had an all-inclusive holdiay! Also, most of them never even thought about the fact that my husband was working full-time, and wasn't 'on holiday' himself, but people expected both of us to be able to show them around, and even take time off work out of his annual holiday entitlement! We'd both end up absolutely exhausted, and couldn't wait to get our home back to ourselves again when they'd left!
I honestly believe that some people simply don't realise that we are trying to lead our normal day to day lives, and we're not on a permanent holiday! Thankfully, after many years here, we now get less requests from visitors. But what really irks me is that whenever we do have a rare visit back to the UK, everyone always says we must meet up for dinner, but very few (apart from a couple of close relatives) ever dream of offering to repay the generosity my husband and I have shown to them, or even offer for us to stay with them for a night or two.
We initially set out wanting to have visitors, as we wanted to keep in touch with everyone we love and care about, and we knew we wouldn't be able to return to the UK very often, but the novelty of it soon wears off!
If we had our time over again, would we still host visitors? ... Probably, yes, because that's the kind of people we are, but if you really don't want them, then you must make it known right from the very beginning!