Suspense - keeping the reader on the edge of their seat. Techniques for building suspense takes practice, loads of reading and is developed over time as the writer learns their craft.
The Dean Koontz Companion has some interesting points to make on suspense:
Suspense in fiction results primarily from the reader's identification with and concern about lead characters who are complex, convincing and appealing. Anticipation of violence is infinitely more suspenseful than the violence itself.
Style is as important as good characterization and anticipation. As the anticipation sequence builds towards the moment of violence or the dreaded encounter, the writer sometimes will employ more short sentences, simpler words, shorter clauses and phrases - all of which give the reader a sense of headlong, hellbent forward motion.
Suspense cannot be created in a vacuum. It is generated only as a by-product of good characterization, good pacing, an awareness of the value of anticipation as a prelude to action, strong stylistic control, and an ability - and willingness - to write complex characters and complex scenes that encourages the reader to suspend his disbelief and enter fully into the world of make-believe.
Authors who I believe have mastered the art of suspense and keep me on the edge of my seat are Dean Koontz and Stephen King.