I don't follow a ton of bands closely anymore (too much work and kids) but Korn with their latest album posted a clip of lead single Rotting in Vain a week or two before it was released to generate hype (as well as lead singles for at least their previous 4 albums). Nine Inch Nails on the other hand have released the lead singles for the last two full albums completely out of the blue (Discipline with 2008's The Slip and Came Back Haunted with 2013's Hesitation Marks) to promote the album. I guess it really comes down to the label and the band themselves though I remember Linkin Park doing the promo clips before lead single releases since I started following pre-album stuff back in 2005/2006 as a teenager.
Personally I like knowing that a band I like is up to something. It let's me build hype and anticipation for the product instead of just suddenly having it. It doesn't feel "earned" in a sense I guess. To use NIN as an example again - they just released a new EP in December a week after announcing that there was going to be new music. There was no real hype period and we didn't know for sure that Trent Reznor was really up to anything prior to that.