Granted, I'm just barely halfway into the last book but I have been impressed by some of JKR's plot twists. I never expected...
1) In the big "Escape From Privet Lane" set piece Harry and Hagrid use JetBlue.
2) He-Who-Must-Not-Be-Named making a fiery speech at the Ministry of Magic under a "Mission Accomplished" banner.
3) The new Defense Against the Dark Arts teacher? Bill O'Reilly.
4) Rupert Murdoch bought out The Prophet and put a pin-up on Page Two.
5) Severus Snape debuted his new stand-up act on Conan's show.
6) Peter Pettigrew is now one half of Wormgelina
7) Fred Weasley jumping up and down on Oprah's couch
8) Newest Weasley Wheeze? Asbestos underpants
9) Ministry cuts at Hogwarts lead to Nearly Headless Nick getting a greeter's job at Wal-Mart.
10) In the Foreword JKR hints at a new series; Harry Potter and the Endless Bag of Merchandising.