Interesting discussion between Johnnie Moore and Seth Godin regarding storytelling and surprises over on Johnnie's blog.

It is possible to surprise but the surprise should be consistant with the worldview you're aiming towards. People like surprises if it's the kind of surprise they might expect based on their worldview.

If I'm writing a mystery novel, it is quite okay for me to have a surprise ending where the detective is actually the killer. People would actually applaud such a surprise. But if I were to end my mystery novel by revealing that the killer was not the butler as everyone expected, nor the detective as some may have inferred, but rather the dastardly work of an evil wood nymph who lived in the forest outside of the estate... well, it would be a surprise, that's for sure. But as there were no intonations of wood nymphs anywhere in the book, the surprise would likely anger the majority of my readers.

Consistancy. Authenticity. These are the real keys. You can shock, surprise and amaze; but it must be within the paramaters of the worldview you're aiming for.