I don't mind surprises in comics. I don't mind "twists" either. One thing that I do dislike, and what I think should be avoided in comics is the use of the last page turn "shocker," where the last page exists strictly to shock you, not to service the story.
These "shockers," which often get referred to as cliffhangers, seem to me to be one of the lazier writing tricks, and I think it should be dissuaded. I don't mind having a reveal or anything like that at the end of the issue, but just so long as the ending is fairly played.
Brian K. Vaughan (a fine writer) always used to be a big proponent of what I call last page turn shockers. By "last page turn," I mean, of course, the hidden last page of a comic, which is often placed so that the last page and the second-to-last page are not visible at the same time, so that the last page is a secret until you turn that last page. Vaughan once gave an interview where he remarked, after being asked "You've got a rep for kick-ass cliffhangers. Do they come easy or with much gnashing of teeth?" "Thanks. I think good cliffhangers are easy to write, actually." I totally agree with Vaughan, at least in regards to the type of "cliffhangers" he was known for at the time. When you just have some random event occur at the end of the issue, not tied to the plot of the story, it IS easy to write, because you don't have to build up to it, and you still get the "shock" effect that you would get if you had spent time building up to a reveal.
A perfect (or imperfect, as it were) example of this style of last page turn shockers is Geoff Johns. How many times in a Geoff Johns comic did a random character just pop up dramatically at the end of an issue, even if they were not referenced up until that point? He uses the device frequently (most recently, the Flash storyline where it seemed like a different person was dramatically popping out of time every issue), and I think it is far too much of a creative shortcut.
You can have effective cliffhangers and surprises while following the foundation you laid out in the story. It may take a little more work, admittedly, but it CAN be done. You CAN shock people by playing fairly with the last page turn.
In fact, since those early days of his (in my opinion) fairly cheap shock endings, Vaughan has pretty much completely gone away from that style of storytelling. For instance, when the traitor in Runaways was revealed on a last page spread, I think that was a fair use of the last page shocker, because Vaughan had laid the foundation for the traitor for issues, so the reveal was a culmination of that groundwork, it was a shock based upon the story. Likewise, in a recent issue of Y, Vaughan had a "twist" at the end of an issue where he reveals what the letter Yorick had Hero give to Beth said. Again, Vaughan laid the groundwork in the issue by A. Showing the letter and B. Establishing that Beth was hiding what the letter actually said, so while the reveal at the end changed the way the story was seen, and was a surprise, it was built into the story - not an "out of story" shocker for the sake of shocking.
That's all I want, writers to play fair with their stories.