This is a little late from the post, hopefully others see it.
The single biggest surprise fee that most VA users are likely to see is the VA funding fee. The reason no down payment or PMI is required is that the VA guarantees a portion of the loan, your "entitlement", and requires capital to keep the program going. With no down payment it is 2.15% of the value of the purchase, or about $8,000 on a home valued $375,000. Unlike the down payment, this does not go towards the mortgage and is separate from the lenders fees that will be charged by the bank. Those fees are typically around 1% of the value of the loan and are interestingly limited by the terms of the VA. If your lender violates the guidelines set forth by the VA, they can lose the privilege of administering VA loans altogether, though I'm unsure how often that actually happens.
To reiterate, this money goes to the VA to keep the program alive, your other fees go to the bank, government, etc. to actually fund the process of buying the home.
You have the option of putting a down payment with a VA loan to reduce the percentage of the funding fee as well, depends on your personal finances. You may also be able to wrap the funding fee into the value of the loan itself, depending on your lender.
One final note, unless you are subject to the alternative minimum tax (AMT), you may deduct your funding fee along with your mortgage interest! This is a great tax strategy and can help with the pain of inevitably having to buy a new roof or HVAC system your first month in the house.