Gavin Williams wrote:
Do you like building little details so suspense and tension rise?
Are you referring necessarily to surprises or perhaps to exciting bits as well? You can build up to those and leave your readers wondering up to the last minute without surprising them per se. The hero and villain scuffle and the hero finally throws the villain over the railing: exciting, perhaps, but unless there was some reason to fully believe he couldn't or wouldn't, it's not really a surprise.
Assuming you're just asking about surprises, do your readers want to be surprised? Some readers of certain genres don't. That's one of the reasons for formulae; to keep the reader comfy and unchallenged.
Let's say, though, that you do want a surprise, or several of them. In my opinion, the "out of the blue" thing almost never works--I can only remember offhand one time in which it did, and even that I'm not altogether sure about (the end of Simpson: A life by Edward Sackville-West). The thing is to put in the necessary information without making it look that obvious or important--without making the details look like clues, so that when you get to the surprising part, it should suddenly all fit together and make sense. An "Aha! Of course!" is much more satisfying than a "Huh? What?"
Recently a member of my critique group was having trouble with the same issue; I sent him links to a couple of O. Henry stories. Whether or not they've exactly solved his problem, he absolutely loved this one: The Last Leaf.
Not meaning to say that every surprise is of the O. Henry-ending variety. But he's definitely one to study. Here's another very famous O. Henry story, handled in a very different manner than the above . . . possibly because of the nature of the assumptions he was tweaking. The Ransom Of Red Chief.
It also helps if your characters are real enough to occasionally do something that's out of character. I'm not talking totally off the wall, but somebody who's usually mild-mannered or timid might one day be pushed so far . . . so terribly terribly far . . . that she might . . . just might . . . oh, talk back to her mother. And even raise her voice.
It could happen. (Rowena Minds Some Children)