There are several ways to do an unreliable narrator, and having the narrator actively lying in the narrative works, but I think it has to be apparent that they're telling the story to someone. For example, in LIAR, the MC is very clear that she is telling you her story, and she swears it's going to be the truth. Until she starts going back and explaining why she lied a little about things.
One book I love with an unreliable narrator makes sure you know that he believes he can't share the truth with anyone and has to almost believe in his own lie to get through life. One book I hate has no reason given why the POV character would not only not reveal the truth but would actively think in such a way that would hide the truth.
Another way to do it is that I've noticed in the Dresden Files, more and more, Harry will tell us that he's got a secret (he has an "ace in the hole," he's "playing his cards close," etc) so that we don't feel cheated when he reveals that he had a plan in place all along. However, this does let on that there is a plan in place, which detracts a little from the suspense, IMO.