I recall being genuinely surprised by a hidden track after an album had finished playing. It was rather sexual.
Nowadays I almost expect it and, as such, almost resent it.
ANYWAY, my favourites include that one on Placebo's forst album and that one on the Noisette's first album. The second one wa unbelievably painful as I'd ended a 7 year relationship to the background lull of the album, only to end on a silent few minutes... when the bonus track kicked in- "I Will Never Fall In Love Again".
Point is, surprising bonus tracks.