Do you give your dogs a heads up or no?

I do.

I always talk with them whether we go out together or not. "We are going to park", "wanna swim?" or "girls, I'll be out for a while. You stay here and wait for me. Ok? Good girls" or so.

 yes & no. Zoey is a pretty excitable dog, so i don't give any clues as to when I'm coming or leaving. or even when I bring her with.

I do give her clues in other things like saying 'this way' or 'hang on' lol

she gets super excited anytime I slip my flip flops on out on the back porch, she know that I probably going to see the donkeys!! lol 

We have words we use if our leaving involves her.  We say, "we're getting ready" and then she knows she's coming.  If we get ready to leave but don't use those words she doesn't care because she's learned she's not coming.  If we want to see real excitement, sometimes I will not say anything making her think she's not coming-then at the very end she'll hear her leash and she will BOLT to where we are-it's very cute. 

My dogs really have extensive vocabularies -- Mine know the difference between:

"Mom and Dad are gong beddytimes away and you're gonna stay with ________" (Miss Emily's, Pirate, etc.) and we'll be gone (show fingers) beddytimes".

and

"Mom, Dad, Billy, Luna and Tink are going beddytimes away and we'll be gone (show fingers) beddytimes."

They DO know.  They know "Mom and Dad' are going to dinner" is one amount of time and "Mom's going to work" is different.

They KNOW "Billy and Tink are going to see Dr. Demers" vs. another vet.  They tell ME where to get off the interstate in all occasions. 

 I tend to tell mine, too. It's not really something that I've done on purpose, but something that sort of happened, because I talk a lot, LOL. If I ask if they'd like to go to work, sometimes, Jewel will go to her crate. I take that as a "No, I'd rather stay home, today". Some days, I tell them we're going to work, and they go sit by the door and wait for their leashes. I tell them when we're going to class, or to the beach, or to a dog show. I tell them when we're going to Grandpa's house, or whoever's. They do seem to understand, A LOT.

 Bugsy picks up on the cues well before I say something but I usually say something right before we are going to go.

he knows when I put running or biking or going to the lake or doing on a hike or (if I dare) golfing clothes on

He knows we are going to a vet if I grab his loop leash (literally a handle)

etc., etc.

he is highly excitable (still, sigh) so I try not to say Do you want to go swimming?  Until I am ready to walk out the door.  105lbs of spinning whining anxious energy is not easy to work around LOL

I tell Frisby and I show her whatever bag I'm taking (overnight, grocery reusables, etc.)--she knows the differences (can't hear but knows what I'm telling her). She also knows the ferry schedule and will wait by the slider for me when I'm supposed to be on the boat (according to Grandma and Grandpa--she's with them whenever I'm gone).

Yes and no.  They are both pretty up on what my actions mean.  Especially if I do something as blatant as putting Aspen's harness on.  Dead give away that he's going somewhere with me.  Grady knows that if I grab my keys around 6 at night, we're going to the food store.  He LOVES car rides & it's become our daily routine, weather permitting.  If Aspen has a Dr. appointment, like today, I'll keep telling him that he's going to see Dr. G & she's going to help him feel better.  Most of the time he's like, 'yeah, whatever'.

 Nope. If she sees me get the collar and leash she knows its walk time. She also goes with me everywhere so its automatic for her to be at the door. If she can't go I tell her to stay and why she can't go. Right now its to hot in the car for her to go anywhere with me.

Great question! I do. Before I take my dog for a walk I always say "Red, you want to go for a walk?" She's blind so I don't just put the leash on her, I like her to know what to expect.