What's the best way to receive bad news?

Is it better to have something unpleasant announced to you completely out of the blue, so that you go straight from having no idea anything was wrong to being fully aware of what is? Or is it better to have some sort of foreshadowing, before the full awfulness is made clear to you?

One form of foreshadowing could be that you first find out that something is wrong, but don't know exactly what. So you might speculate as to what it could be, and think up a variety of possibilities. You'd turn those over in your head, and get used to them all at least in hypothetical terms. Then, when you find out for certain which one of them is true, you're at least slightly prepared for the blow, and you can also at least be relieved that it's none of the worse possibilities (assuming it didn't turn out to be the worst of the lot). On the other hand, if any of the things you thought of was much worse than the reality, you'd have suffered a lot of avoidable worry if it happened this way. (Also you might feel very silly if you'd overlooked the real answer when thinking up your various possibilities.)

Another foreshadowing option would be to get rid of the certainty rather than the detail: instead of knowing for sure that something's wrong but not knowing what, you might see hints that lead you to suspect the particular thing that's wrong, but not yet know whether or not it's true. That way you at least don't worry about totally different possibilities that are far worse than the real one, but you still have the opportunity to get used to the idea in your head before you have to deal with the certainty that it's happened.

If you think either type of foreshadowing is good, is there an optimum length of time between hint and revelation? Does it even count as foreshadowing if someone says ‘I'm afraid I've got some bad news for you’ a few seconds before telling you the whole thing? At the other extreme, once you've had the worrying hints, is there a length of time to spend worrying beyond which it was more painful done that way rather than less?

Or does the best one of the above options depend very much on what type of bad news it is? (What subject area, or what approximate level of badness, or some other distinguishing factor such as whether anything can be done to mitigate it.)

Or are these all much of a muchness? Perhaps with any bad news worth its name the unpleasantness of the thing itself vastly outweighs the differential nastiness of the various paths from blissful unawareness to horrible certainty.