First time I played the game I can't say I was expecting it but it wasn't a shock either when it happened as I had picked up on some of the clues that others have mentioned but hadn't worked out their relevance. Once the reveal took place in TGS I instantly thought of things such as the house in Idlewood, the cosiness he seemed to have with Tenpenny and Pulaski and had an "Ah, of course!" moment.
A lot of people were just hypnotized of his good personality. To me, however, I didn't buy his "good" personality a single tenth of a second. In fact, that just made me suspect him even more; the way he was being overly nice to CJ is enough evidence for his betrayal. For Ryder, there were no prominent clues to his betrayal. The only clue I could think of is in the mission Reuniting the Families when he and Big Smoke rode away, leaving CJ to search into the hotel for Sweet.