Cause and Effect, because they didn't reveal what was happening until about halfway through, so you actual thought the Enterprise got destroyed in the first few minutes. Clever.
The last moments of Redemption when "Tasha" suddenly appears out the shadows wearing a Romulan uniform was a true 'wtf' moment.
"Parallels" where certain things seemed really odd and out of place until they explained why a bit later.
The best ones are where they wait until later to explain what's happening. The longer they wait, the better the suspense.