The usual suspects, Keyser Söze, while not making an entrance but exiting the police station it is in the last moment that you realize who he really is.
“The faint, ominous tremors while the water is rippling in the cup and all that suspense (‘Where did the goat go?!’), leading up to BAM! The T. rex gets my vote for best entrance ever, for sure!”
The usual suspects, Keyser Söze, while not making an entrance but exiting the police station it is in the last moment that you realize who he really is.