Another option that I saw once and I thought was, frankly, pretty great:
In my Introduction to Logic class my professor taught from Powerpoint slides, and the slide was divided into two sections, the main section on the left, and a small column on the right. The column on the right was titled "Questions You Probably Have" and was exactly that. Underneath each question in bold it either said "Next slide!" or "Ask me!" And so, inevitably, people would ask the "Ask Me!" questions and he would click the "Ask me!" link and it would jump to a tangential slide and he would go into the details.
And if someone asked him something not on the slide, he would always say, "Great question!", give the questioner a bonus point on the next exam (even though he did this no one abused it, I'm sure he had a plan if they had, but it was another amazing thing he did), And as he answered it he would scribble a few notes. Before the next class, he would show us the new slide he'd created (or the new text in the next slide) for that question and ask us if it made sense now.
Basically, as a shortcut method it covered all three of the core issues this sort of thing entails:
- "Here's what's coming up next."
- "Yes, yes, you are very clever for thinking of that."
- Getting a coherent lesson together that encourages feedback.
Also, it was kind of meta and spooky when the slides really would predict questions I'd have, when really it was just the material presented itself the same to hundreds of other people before me.