I really think whether you announce or not highly depends on the situation and what faction you're a part of (as well as who you're attacking).
I think most military and lawful groups should always announce before attacking, especially with large vessels like capships. Something like "Power up weapons and engage (targetname)" sounds in-character and also gives the target a little warning. Most lawful groups tend to want their targets either evicted from the area or captured alive, rather than just opening fire and destroying every trace of it.
The 'cockier' unlawful groups should announce their presence as well, through an in-character threat or bragging line. Something like "Ah, the little piggies have come out to play! Rip 'em apart boys!" sounds like something a rogue or xeno would say.
Sneakier, more 'intelligent' criminal types would not announce an attack because it would give their enemy an advantage in combat. This could be applied to some groups like outcasts and corsairs in specific situations - such as setting up an ambush for enemy forces, or engaging an enemy that's already occupied in combat. It's far more effective to make a surprise attack than it is to waste time telling the enemy that you're there. Not announcing your attack would also be more in-character for groups like the nomads, who tend to have their own agenda and arent concerned with 'bragging' or 'honor' - they just want you dead.