For a set of distances D={d_1,...,d_k} a set A is called D-avoiding if no pair of points of A is at distance d_i for some i. We show that the density of A is exponentially small in k provided the ratios d_1/d_2, d_2/d_3, ..., d_{k-1}/d_k are all small enough. This resolves a question of Szekely, and generalizes a theorem of Furstenberg-Katznelson-Weiss, Falconer-Marstrand, and Bourgain. Several more results on D-avoiding sets are presented.