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To get the question across imagine the following situation:
I (a Guard player) put 3 transports on the table. Each are clearly distinct, lets call them red, blue and green.
In my army list I have noted that one contains a) a Psyker and some Wyrdvanes, b) two Cyclops Demolition charges.

Now how much am I obliged to tell my opponent which contains what?

For example:
1. I have to exactly tell him when setting down that a) is in red, b) is in blue, green is empty
2. I put a) and b) on the side of the table, so that he can clearly see them, each with a little hidden marker indicating the transport but don't have to tell him what is where. Upon disembarking I show him the marker as proof. I also tell him which two transports have troops embarked
3. as 2. but I don't even have to tell him which transport is empty
4. I don't even have to put the models at the side or remind him what is embarked, as long as it can be checked in my army list or something afterwards (including notes what was embarked where).

Take this not only as a question regarding rules but also proper gaming etiquette. I'm mostly unsure where "making it interesting" ends and "being that guy" begins.

Putting units in transports is one of the pre-game steps (can't remember which one). You have to declare which units are where. Check out the pre-game sequence rules for clarification.

During deployment, you have to declare when deploying each transport exactly what models are embarked on it.

As this is not hidden information, the proper etiquette is to remind the opponent of this information whenever they request it.

Of course, if your group thinks it would be fun to have concealed transport contents, then that could be a cool house rule.

 Pyroalchi wrote:
To get the question across imagine the following situation:
I (a Guard player) put 3 transports on the table. Each are clearly distinct, lets call them red, blue and green.
In my army list I have noted that one contains a) a Psyker and some Wyrdvanes, b) two Cyclops Demolition charges.

Now how much am I obliged to tell my opponent which contains what?

For example:
1. I have to exactly tell him when setting down that a) is in red, b) is in blue, green is empty
2. I put a) and b) on the side of the table, so that he can clearly see them, each with a little hidden marker indicating the transport but don't have to tell him what is where. Upon disembarking I show him the marker as proof. I also tell him which two transports have troops embarked
3. as 2. but I don't even have to tell him which transport is empty
4. I don't even have to put the models at the side or remind him what is embarked, as long as it can be checked in my army list or something afterwards (including notes what was embarked where).

Take this not only as a question regarding rules but also proper gaming etiquette. I'm mostly unsure where "making it interesting" ends and "being that guy" begins.

The main rule book has you covered for both Open War and Matched Play, as do the GT Mission Packs. The main rule book Eternal War Mission Pack covers this under Step 10 - Declare Reserves and Transports. Both players secretly note which units will start the game in Reserve or in Transports, noting which units are in whichever which transports. They must declare what units are embarked on what model. Once these choices are made they are revealed to your opponent.

The point of making the choice in secret and then revealing is, I think, to prevent changing choices after seeing what your opponent has done.