I trick and scam my players pretty much constantly. The enemies, the neutrals, and even people on the side of good are always pulling something. But then, my campaign is more of a mystery campaign masquerading as a fantasy adventure campaign. My players have come to expect it.

In essence, I think this is the line I take: if you're going to pull a trick, you can't fake it. The trick HAS to be fair. The pieces should all be there for the players to put together, a bit of logic can be necessary but ideally no leaps of logic required, and if you hand the players all the pieces and they STILL fall for it, that's on them. You can't blatantly lie with the DM voice or conveniently leave out information any reasonable person would notice. That's unfair. As I tell my players, the DM voice will never lie to you, it will always tell you exactly what you can sense. The NPCs can lie to you, and many will. It has served them well so far once they got the hang of it.