I definitely agree.
I dusted off (literally) my Royal Rumble '94 tape, and I remember my 11-year-old self anxiously awaiting those first two people coming to the ring. Of course, they were Scott Steiner and Samu, so who the hell cares, but it was still so exciting trying to predict when my favorites were coming.
Of course, that's also the Royal Rumble of "That's why I kicked your leg out of your...leg," but that's a story for another time
Please, WWE, tell us who's in it, but don't tell us when.
Another thing I used to love was, for the six weeks leading up to the Rumble, they'd announce five entrants every week, so that we knew details about the entire rumble before it happened.
I'd love to see that, although RAW and SmackDown! would need to alternate doing that this year. Say, RAW announces on week one that Goldberg, Kane, Shawn Michaels, Chris Jericho, and Booker T are all in the Rumble. Week two, SmackDown announces John Cena, Eddie Guerrero, the Big Show, Kurt Angle, and Matt Morgan ('cause Heyman needs his hosses). So on and so forth. I'd love for the last announced participant to be Chris Benoit, playing like Lex Luger did going into RR '94 where he's never supposed to get another title shot, but he uses the Rumble clause to get it anyway.
[/ROYAL RUMBLE RANT]