Interceptors are about speed and finesse. They are about precision and winning a fight in structure. They are about understanding the limitations of your ship and the limitations of your opponent. I suppose the latter would be true of any ship in EVE, but I think it applies to the interceptor most of all.
Amongst the most fragile of all the combat ships in the game, a simple mistake can see you sitting in a pod in a matter of seconds. Skill, and even a bit of luck, can make a massive difference in a pinch. At the time of writing, the Quantum Rise speed changes have been on the server for less than a week, but it's clear that the interceptors are relatively untouched, if not better. They may not reach the utterly ludicrous speeds they did before, but they are now completely unchallenged as the fastest ship class in the game. The new bonus that reduces the signature penalty of an active Microwarpdrive makes interceptors the only class that can effectively speed-tank while using one; even medium sized gun are going to struggle to hit them now.
All interceptors are good as fast tacklers and scouts, but they are broken down into two distinct types. First, let's look at the tackling interceptors. They have the advantage of increased range for their warp scramblers and disruptors, and with a tech two disruptor they can hold down a target from up to thirty kilometres away, which puts them out of range of most short range weapon systems and nasty modules like webs and energy neutralisers. The downside to this is that they aren't very well armed and therefore can't match the fighting ability of their combat focused counterparts.
Malediction: Like all of the Khanid line of Amarrian vessels, the malediction specialises in missiles over lasers; specifically rockets. While such a short range weapons seems at odds with its tackling range bonus, not using cap for its damage means that it can put it to use elsewhere. An armour repairer, for example, can give it a surprising amount of survivability.
Raptor: An optimal range bonus to hybrid turrets makes railguns the best choice for this long range tackler, but, despite its range, its damage isn't great. Unfortunately for the Raptor, most Caldari pilots opt for the more flexible Crow instead.
Ares: What might seem like an excellent fighting ship is limited by only two turret slots. It is, however, the fastest of the tackling interceptors and has four lows to play about with for tank or speed.
Stiletto: Four mid slots, the most of any interceptor, give it a degree of flexibility when fitting tackling and shield modules, but, it only has the slots for two turrets and a missile launcher.
The other four are what could be referred to as the combat, or dog fighting interceptors; their tackling range bonus is cast out, in favour of more tracking, or missile velocity. Combat interceptors are more common than their tackling counterparts, due to their flexibility. As well as being able to perform tackling and scout roles, they are absolutely lethal against frigates, drones, and other interceptors (with the possible exception of assault frigates).
Crusader: My weapon of choice. The Crusader has only two mids, which limits it to fitting an MWD and a disruptor. No room for a web means that it can suffer in close ranged brawls with the more heavyweight interceptors, like the Taranis, although does have space for four guns, and a decent tank in its four low slots. Personally, I like to abuse the Amarrian range advantage; fitting beams, or using long range pulse crystals lets you hit from outside of web range, and combined with speed you can run rings around slower opponents.
Crow: Range is the Crow's main advantage; its missile launchers allow it to pummel targets from a great distance. This is good, because it has to share its tanking and tackling capabilities across only three mid slots. If you can get on top of a crow in a fight it is going to die fast, but if it can keep you at range it will kill you over time.
Taranis: A brutal killer, the Taranis is only let down by its lack of speed. Other than that, it can tank very well for its class, while dishing out disgusting amounts of damage with its blasters. Going toe to toe with one of these beasts is not a wise move.
Claw: A slightly less brutal killer, but a killer none the less. What it lacks in terms of tanking ability is made up by its ridiculous speed. The lack of space for a web is a serious blow to this short range fighter, but doesn't make it any less lethal.
As for specific tactics, this where what I said before about understanding your limitations comes into play, knowing what you can fight and what you can't is very important. Never be ashamed of running from a dangerous situation. When fighting turret ships you need to remember one simple rule: NEVER EVER approach them in a straight line, it reduces your transversal to practically nothing, and then even a battleship can hit you, hard. Always take a curving route towards the target; it will take you longer to reach them but it's better than getting shot down before you are even in range. With missile ships it's a little different; they don't rely on transversal, so the best thing you can do is keep your speed up at all times and hope you don't get webbed. Post-Quantum Rise, you might be surprised to see some missiles actually hitting you now; this can be a problem as they will do some damage, but larger missiles will do barely any. The only danger is that you can be worn down in a long fight.
One last thing before I'm done: overheating. In an interceptor duel you are going to need every advantage you can get, and since these fights usually end in seconds the damage bonus from overheated guns can be instrumental in the outcome. The other module worth overheating is the MWD; save this for emergencies, though, as it will burn out in about three cycles, but in that time you get an incredible speed boost that can get you into, or out of, range of your enemy.
Dangerous, but delicate; the interceptor isn't for everyone, but for a skilled pilot, there's a whole lot of fun to be had.