Here's a very intriguing secret from E. McDannak at Irunian Chronicles: use character development to create suspense. I think this idea is wonderful because I can't think of a better place to hide a few "bread crumbs" than inside our characters themselves. The full article is well worth reading , but before you head over there, check out this very telling snippet:
"Now then, onto perspective. Perspective (POV) is really important when building suspense in your novels. I know he's not the only one to do it, but Sanderson is one of my favorite examples of this. He builds up something to be BIG (i.e. the army in the first book led by Kelsier), and then knocks it down HARD. He does what people DON'T want to have happen. Brilliant. It builds suspense because it makes you roll your eyes and mutter, "Why did they *do* that? It's so bad!" Notice how I said "bad," not "stupid." When a character who is supposed to be smart does something insanely stupid, it can be unbelievable. But if you build inherent flaws into your character, then slip-ups help to build suspense."
I actually incorporated this technique in my third novel. It's a historical romantic suspense that hasn't been published yet--still a work-in-progress--but when it finally is published, you'll have to tell me if my attempt was effective or not.