To be honest, when I first read the title, I thought this article would be about players withholding information by being jerks about it. An example that springs to mind is from a draft night at a local hobby shop, one of the regulars refused to tell his opponent who was starting out what some of the basic abilities of cards did (what is first strike, deathtouch, etc...) to win a draft match easily.
As for the topic, this is why I almost never empty my hand. Even if I draw a land card, I usually hold onto it just because, if you play it, you tell your opponent that you are not an unknown threat during their turn. I especially loved the phyrexian mana cost of some cards, because it meant a player that was tapped out was still able to cast spells.