The kind of unexpected twists I really dislike are the ones where the filmmakers hide them in their very improbability or stupidity. That is, I might think of them, but then I dismiss them because they don't make any sense (or are too improbable or too stupid). Or even I didn't think of them. The Prestige qualifies here, and I allude to my reasoning in the link. I don't want to go into it in any more detail. All of M. Night Shamalama's films, including The Sixth Sense, fail in this manner too.