One thing I've run into was well-put by literary agent Rachelle Gardner in her blog entry on foreshadowing versus "telegraphing." When you, the author, already know that something unexpected is going to happen, it's hard sometimes not to let that knowledge slip in. Indeed, while Ms. Gardner says that authors often do this in the name of foreshadowing, "telegraphing" - basically, giving overly-obvious hints as to something that's going to happen, particularly if that thing is supposed to be a twist - can be far more insidious.
At one point in The Dogwatchers, I caught myself giving characters an explicit contingency plan for a situation that really had no reason to occur to them: "If A doesn't work, we'll do B." They should have just planned on A, a solid-seeming course, been totally surprised when it failed, and come up with B afterward. This way, readers will be as surprised as the characters are when Plan A doesn't work, rather than having the idea that it might fail already planted in their heads. Indeed, as I first wrote it, readers might assume that Plan A will fail, or else why would the story detail Plan B?
This is basically the same problem as that in Ms. Gardner's example. Avoid having your characters consider the possibility that something will happen when that something is supposed to be even remotely surprising. This can be difficult, since you certainly don't want your characters to fail to think of an obvious possibility, but then, of course, the problem is that your twist is obvious, and you'll want to address that. I think some writers are tempted to include arguments against the likelihood of the twist, as in Ms. Gardner's example: a character says, "What if X is the case?" and another character responds, "No way, for these reasons!" All this does is make readers aware of the possibility of X. They may even spot the loophole in the characters' reasoning against X, which will make them suspect that X will, in fact, happen.
On a totally different note, I have to once again rave a little (the good kind of raving) about a book that I picked up for research, Daniel Pool's What Jane Austen Ate and Charles Dickens Knew. Highly readable and sometimes humorous, it contains well-organized and information-packed chapters on various aspects of Victorian England, including money, the peerage, fashion, marriage, orphans, fox hunting . . . the list goes on. It explains the historical basics of each subject, then gives interesting tidbits, like which card games were trendy and which ones played mostly by stuffy old people *coughwhistcough*, and includes examples from Victorian fiction. There's also a fantastic glossary of Victorian terms.
The book's stated intent is to serve as a reference for people who are reading Victorian novels and can't understand the money talk or want to know the difference between a barrister and a solicitor (like Eugene and Mortimer in Dickens' Our Mutual Friend), but it's also an amazing tool for worldbuilders insomuch as it presents a society with rules strange and different from our own, then explains the details and processes by which all of these things functioned. Especially valuable if you or someone you know writes steampunk. And after all, the holidays are coming up . . .