My now Fiancé got me good last year.
I was sitting at my apartment on Instant Messenger with her; my parents were watching some TV (they were in town for some reason which I cannot remember now). After talking back and forth for a while, she sends me a message: "Are your parents nearby?"
I respond with "No, they are on the couch."
She says "Good, I have something I need to tell you."
After a bit of a pause, so I could wonder what she was going to say, the next message comes in: "I'm pregnant!"
Of course, a million things went through my mind for the next few seconds. Luckily, she wasn't too evil, and quickly added "April Fools!!!"
We still laugh really hard at that one