Let them have their spotlight

Killed off the arch-villain in the second scene? Oh, I meant for you guys to do that: he was just a tool. Or he was a hologram. Or he was a conjuration. Or he was just the head of a complex beast that's actually what you thought were the good guys. Or he was a puppet being controlled by the underling you happened to let run away.

This kind of stuff actually pisses me off like few other things in gaming. And I'm high-strung man who gets pissed-off easily.

In such situations, the GM is robbing the players of a spotlight they earned. From my point of view, it's FAR better to give their players their moment of glory. Pat them on the back, acknowledge their triumph, and figure out something totally different to throw at them next session.

I know I'm not alone in this (being annoyed at villain switcheroos) either, because players at the game store constantly bitched about it to me.* Most players interpret this kind of plot-wrenching to be a case of GM ego. In the case of the original post quoted above, I'm confident that's NOT what's going on, but there are others out there who do this sort of thing for exactly that reason. Players who've been burned by it won't ever see it as anything else.

Changing things this way also turns all your foreshadowing into red herrings. That's fine every once in a while, but if you do it too often, you lose the player's trust.

I actually take an inverse tactic - if the players repeatedly express their belief in something, I almost always rewrite my backstory to render them correct. I only do it when the players have actual emotion about something. For example, if they hate (in-character, not the same thing as "not liking" them out of character ) a particular NPC, then that NPC more than likely becomes the badguy. If they're all proud of themselves because they think they've figured something out, I'll probably rewrite my notes to make their conclusion work.

The point is to play into the player's expectations, and give them the plot they desire. Surprises are good, and every campaign should have a few, but you'll inspire more satisfaction from "I knew it!" that you will from "I didn't see that coming."

*:Game store staff are like barkeepers that way - we hear the bitter complaints that never make it to the GM.