I love it when movies actually surprise me. I end up predicting the twist of a lot movies well before the reveal and it kills some of the entertainment factor, so the ones that actually get me are great.
A few of my favorites that actually surprised me first time around are Saw, The Usual Suspects, and Memento.
One that totally fell flat for me because I predicted the twist was The Sixth Sense.
Oh, and for the sake of completeness, one I loved despite predicting the ending was Se7en.
Sometimes. Predictable action and comedy films can still be great if you're just looking for something fun to kill time rather than a fulfilling cinematic experience.