First, here's a list from OotP when Harry and friends are cleaning out Sirius’ “black” house:
They found an unpleasant-looking silver instrument, something like a many-legged pair of tweezers, which scuttled up Harry’s arm like a spider when he picked it up, and attempted to puncture his skin. Sirius seized it and smashed it with a heavy book entitled Nature's Nobility: A Wizarding Genealogy. There was a musical box that emitted a faintly sinister, tinkling tune when wound, and they all found themselves becoming curiously weak and sleepy, until Ginny had the sense to slam the lid shut; a heavy locket that none of them could open; a number of ancient seals; and, in a dusty box, an Order of Merlin, First Class, that had been awarded to Sirius's grandfather for 'services to the Ministry'.
'It means he gave them a load of gold,’ said Sirius contemptuously, throwing the medal into the rubbish sack.
(p. 108, OotP, Bloomsbury)
That heavy locket is a Voldy-Horcrux, which R.A.B, aka Regulus Black, brought back home for safe-keeping and destruction. Slytherin’s locket is first mentioned in HBP, but notice how it’s hidden here, in an earlier book, in a list of many interesting items, all with curious descriptions. Notice the tweezers scuttling like a spider, or the charmed music box putting them all to sleep. Among such an intriguing list, a simple locket that no one could open is not remarkable. It’s not even listed as the first or last item of the list, where the eye tends to naturally fall.
Here's another curious list from CoS:
[Harry] “I wouldn’t mind knowing how Riddle got an award for special services to Hogwarts either.”
“Could’ve been anything,” said Ron. “Maybe he got thirty O.W.L.s or saved a teacher from the giant squid. Maybe he murdered Myrtle; that would’ve done everyone a favor...”
(p. 232, CoS)
Ron is joking, but hits the truth dead-on. In this list, JKR does put the necessary clue at the end of the list. However, there are two sly Rowling tricks sidetracking the reader from taking note--not only is it an obvious joke, but it’s also third in a list of increasingly absurd jokes, and therefore the most ridiculous, in Ron’s point of view.
Learn from JKR--hide clues in a list, but don’t make it the only item of interest that stands out! Hide your clue with disguises either boring or ridiculous. And if you want to be really deceptive, embed the clue in the middle of the list and not the beginning or end.
What technique have you used to hide clues in your story?