Today's comic really brought up something that is annoying for DMs: Failed spot checks. The thing is, if you tell your player to make a spot check and they fail they still know there's something they missed and probably even know what it is. Sometimes you can make the spot check so they don't see it but they'll still know there might have been something unless you are making spot checks like all the time for no reason to confuse them..
I find the key is to have a copy of the character sheet in front of you, and roll spot checks and such for them. That way, you don't say "Sir Knightley McScotstabber, make a fortitude save!" "What!?! Why!!!" "Oh, no reason."
Instead, for things that need to be kept secret, like spot checks, search checks, poisons, forgery checks, sense motive, disease, those sort of things, you roll for them yourself.