The Great Pickle Incident
One of the things I've also found helpful is to seize upon the things that you've never intended to be meaningful, but the PCs somehow fixate upon. In my last campaign, the PCs were tracking down an evil cult that was financing some of their activity through selling of illegal drugs. While searching a room in one of the cult's safehouses, I mentioned that there was a barrel of pickels sitting off to one side.
I had just intended it as a bit of flavor - the room really served as a larder. However, the PCs became suspicious - was there anything in the barrel besides pickles? What kind of pickles were they? Etc...
At the time, I gave it no thought, but after the session, I decided that the evil cult was smuggling the drugs through the town in barrels of pickles. In the next session, they were wandering through the town bazzar, and one of the players asked if any of the merchants were selling pickles. Bingo.
After tracking the carts of various merchants througout the city, they finally spotted one heading toward a suspicious location and intercepted it. When they searched the barrels, they, of course, found a cache of drugs. To this day, they think I had it planned all along.
The best part of the experience, however, was when one of the players, upon discovering the drugs, exclaimed, "Ha! I knew it!"