Romeo and Juliet.

To shift gears: I'm told that Alfred Hitchcock was known to say, Let the audience know what they are going to get, and then make them wonder how they are going to get it.

Harold Pinter's play 'Betrayal' is an extremely effective example of how well this "it's not the destination, it's the journey that counts" manner of writing can work in the hands of a skilled author. The play begins at the end of a marriage and works its way backwards, scene by scene, year by year, to the start of the affair that eventually killed it. All of the characters (it's essentially a three person play) and their fates are known to the audience from the first scene but how they end up where they have is engrossing and the effect of final scene, in all its innocence, is very powerful and haunting-rather like an echo in reverse.

If you ever get the chance to watch the 1983 film version of Betrayal (never released on DVD) with Ben Kingsley, Jeremey Irons and Patricia Hodge (fantastic British actress best known in the US for her role as Phyllida Erskine-Brown in TV's 'Rumpole of the Bailey'), do so. It's quite good with genuinely excellent performances.