That's happened to me before! I definitely recall reading some fic or other, and starting to cheer for a pairing, only to realise that the real pairings were listed in the headers and it wasn't going to end like I wanted. *pout*

OTOH, there are the stories that explain outright that they're going to fake you out, like that Sheppard/Woolsey fic for SGA Secret Santa that was always going to be McShep.