Work-1 had them completely unannounced, with security not only tripping the alarm test but going one step further and actually picking a location for the supposed fire (complete with someone from site services there going "rarr, I'm a fire"). About the only thing you could guarantee is that it'd be on a sunny day.
Current work (well, the landlord of the offices we're in) has emailed round giving the exact date and time when the alarm will go off, complete with an offer to reschedule it if it's inconvenient to anyone. Because of course real fires never happen at inconvenient moments... They have said that it'll go ahead rain or shine though and reminded everyone to bring a coat, which lead to a debate in our office as to whether or not you should pick up your coat given that you're not supposed to stop to collect belongings. My personal view is if you're by your desk then you can grab your coat on the way, otherwise tough - and stopping to grab your bags is right out.