Timing is everything when it comes to surprises. While you should always do something on special dates like her birthday or anniversary, she's more apt to be ready for some kind of surprise on those occasions. So, pick an average Tuesday when nothing much is going on, or sometime when she won't suspect anything. Take time off from work for a midweek getaway, or send her flowers on a nondescript rainy day. If it hits her out of the blue, she's much more apt to be touched.
Make sure you tailor your surprise to match her particular likes and dislikes. Going to a monster truck rally may indeed be surprising, but if that's not her thing, it's not going to be very romantic. Take note of things she enjoys—special things which she may not get to do every day—and plan a surprise evening around one. Look for items she may want but can't quite bring herself to buy, then make a gift out one of them sometime. Remember which flowers she likes and purchase a bouquet of them, or pick up a book from a favorite author that she may not have read. The connection to her personality makes the gift special, not necessarily the price tag.
As far as specific tactics go, a surprise dinner always works wonders. Restaurant reservations are an easy way to accommodate one, though it may take a little preplanning. You can't just have her show up at a restaurant, or she'll know what's up. Make the reservations, then call her and tell her your car broke down. Say you need her to come pick you up and give her an address near the restaurant. When she arrives, be there with a bouquet of flowers and reservations in hand. You may want to give her a little extra time to go back home and change if she feels self-conscious, but the gesture itself will still be incredibly romantic.
Alternately, if you have enough confidence in your cooking skills, make her a romantic dinner at home. Prepare all of the courses--soup, salad, wine and dessert included--then set candles on the table along with a nice tablecloth. If you can, prepare her favorite dish (even if it's just chocolate ice cream after the meal). Have it all ready by the time she gets home from work, then tell her you're taking the evening off to wait on her.