I don't even count Dolph Ziggler as a world champ, he didn't even "win it", it was controversy with Edge's spear being banned. It was unexpected, yes, but it was even more ridiculous and stupid to award him the belt only to lose it to the rightful champ about 2 hours later.
Sheamus was definitely unexpected especially since he beat John Cena of all guys for the title. He was with WWE for like 6-7 months before he won it. The ECW counted as a World Title and I didn't expect John Morrison to win it when he was Benoit's replacement at Vengeance 2007. No one expected him to fight CM Punk and, at that time, I didn't think he deserved it.
To me, the most unexpected, or at the very least undeserving and worst world champ: The Great Khali. He won a battle royal which isn't really a shock but for WWE to actually give this guy a world title? really? At the most, he should just be the big guy that threatens world champions because he appears indestructible. He is like a Giant Gonzalez, probably worse. I would never expect him to win the world title at that time, since there were guys like Kane or Batista who could have won that battle royal.