There are two totally different answers to your question, with one being much more aggressive than the other. However, they will both get you what you want in the end, and that's what you need to decide: what do you want as a change?
To be honest, whenever someone is calling you something you don't like, even if it's a nice thing, you should just tell them to stop. Being up front and just saying that while kind, the compliment just doesn't sit with you right, is one way to at least stop them from calling you cute. I know most guys will say something like, "sorry for complimenting you" or something like that, but if you're not into the name, that's all that matters.
Getting them to give you a different gloss is far more difficult, and it's akin to trying to decide your own nickname. It's almost impossible to shift how they refer to you, and the only real way to do it is a bit tricky and can go very very wrong.
The only real possibly here is to do this in a bit of a joking manner. The next time a guy you know calls you cute, turn on him and say something like, "You call your sister cute. What you're looking at is called hot." If you do it in a joking manner, it should come off as more playful than arrogant. Again, it might not and could reflect poorly on you, so beware.
While I totally get that there is a difference in perception between the terms "cute" and "hot," you can easily find tons of women who feel the exact opposite. They would argue that the term "hot" is more degrading or used to objectify someone, and not really a compliment. It's the whole "the grass is always greener" idea.
When it comes down to it, as long as the guy you're dating understands how you want to feel, that's sort of all that really matters. While it's nice to have strangers and acquaintances fuel your ego, it really is just words, and you shouldn't let it bother you as much as it is.
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