I'm more specifically concerned with what happens when you are guaranteed a surprise round action in the event that there is a surprise round.
If the character wins the surprise round initiative, does the character now know that something is happening and does he have knowledge of the action that triggered the surprise round?
What is the threat level that triggers combat for the purpose of a surprise round. Can you circumvent a surprise round by always being in combat with an impotent foe?
If more targets enter the encounter late, do they get a surprise round as well, and do you get to act on it?
If combat progresses from mock combat to real combat (someone gets serious) are surprise rounds ran normally. What if a dueling match is ambushed by bandits?
Spider sense.
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If two parties are caught unaware of each other, there is no surprise round. Examples could include stomping through the jungle and crossing paths with a Bull Elephant, or a dungeon delving group of Pathfinders rounding the corner into a horde of skeletons.
If one party is actively trying to ambush the other, however, then there will be a surprise round. The ambushers make their Stealth check, and those being ambushed make Perception checks. Those with high enough Perception checks get to act in the surprise round with those attempting the ambush. Haunts work similarly, in that those who perceive the haunt get to act in the surprise round, while the haunt manifests at Initiative 10.
An ambush could mean something as simple as a group of orcs hiding behind a hedge row, or a Wizard casting Fireball while invisible.
If you're something like a Sohei Monk, or a Scryer Wizard, and you always get to act in the surprise round, but you failed at your Perception check, then your reaction is however you want to flavor it. You get an itch, a premonition, or "Spidey Senses Tingling". You don't know what's going on, but you know something's going on.
If your initiative roll came later in the surprise round anyways, then you'd more than likely witness the ambushers in action, and could react accordingly when it came around to your turn.
When I play my Scryer Wizard I tell my GMs that I have a regular course of action for surprise rounds when I'm unaware: Spring-Loaded Wrist Sheath for a wand of Shield, zap wand, drop wand. Other thematic precautions are to go into Total Defense, cast Vanish, ready to move, delay until you see what's happening, or just live in the moment.
You have lots of options.