I agree with the per curiam opinion here. Even if notice that the judge is considering X is required by the rule, and no such notice is given, that's not fatal if the parties fully brief the issues notwithstanding the absence of such notice.
I also agree with Chief Judge Kozinski's succinct concurrence. If the rule requires notice, but no notice is given, you don't sentence someone to a shorter sentence than you think is appropriate. Rather, you provide notice and grant a continuance. (I don't know if I'd use the term "must" as Alex does, since there may be exceptions to this rule, but I agree that this is the procedure that normally should be employed.)