From Elizabeth George, the mystery novelist and creator of the Inspector Lynley series (currently on PBS) an interview that includes the advice to write an author a note of appreciation for their work, when you stumble across something that really moves you.
American Grand Master Lawrence Block has an interview which includes the savvy encouragement to write what you would like to read. Lots more here.
Robert B. Parker, creator of Spenser and Jesse Stone, talked about his writing process: five pages a day, no outline. Yep, that's right: no outline.
P.D. James told Salon Magazine that she loves the way that writing mysteries allows her to bring order out of disorder, and while she mentions many great mystery writers (Chandler, MacDonald, Hammett), her favorite author of all time: Jane Austen - because of this shared love of order.
Carolyn Hart, master of the cozy mystery, joins with the advice to write what you want to read - ignoring the market, as well as how she fell into cozies.
Many more writer interviews are available for free downloading at The Paris Review. The masters are here: Truman Capote, TS Eliot, Dorothy Parker, Shelby Foote, PD James, John Irving.
For more mystery writer interviews, try Houston's Murder By the Book site.