Kotor was the best in that Regard, yes all the hints were pretty obvious but did you really think of that the first time you played? Remember that line "What if we train him and the Dark Lord returns?". When i first saw this, i saw this as a nod towards that a Jedi could fall to the Dark Side, essentially you become the next Revan. Was a pretty nice twist when it was finally revealed that you were Revan all along, every other mention just suddenly made perfect Sense in that Context, it wasnt subtle hints or anything, it was really your Character (well you as the Player) knowing something was up, that they knew something you didnt.
Jade Empire was also pretty good in that regard, you always have that sense that something is off, that there is something you havent realized yet but you cant put your Finger on it. You just go ahead thinking that it will be revealed to you when you meet Master Li, and damn did it get revealed. I doubt many saw it coming that he would kill you at that moment, though it was evident that he wasnt really on your side 100% and had his own agenda, but no one probably saw it coming that he'd use you as a tool and then discard you right away.
The good Twists are the ones you see coming, but you never expect them to happen as they do. If you dont get that constant Feeling of "They arent telling me something" then the Game is doing something wrong.