Interrogations are awesome. In fact, while they're not my main fetish/fantasy (that would be lifelong slavery), I rank it above crux, because it emphasizes the utter helplessness of the captive and the knowledge that anything can and will be done to make her suffer until her tormentor is satisfied.
A good interrogation scene, I think, should be intimate. There shouldn't be more people involved other than the interrogator and his victim. I suppose you can have other people involved to restrain her, place electrodes or other torture devices on the victim, or so on, but I feel the interrogator can do that himself, and having just the two involved creates a sense of perverse intimacy, in which secrets - and I don't mean state secrets or whatever she's interrogated for - are revealed, a certain relationship slowly builds between them.
Other elements that contribute, in my opinion, to a great interrogation scene:
Electricity and plenty of it. Yes, there are other tortures, but electricity is so brutal and terrifying, you instinctively empathize with the victim. All of us know what it's like, even if only for static shocks. We can take that horrible sudden pain and, in our mind, enlarge and lengthen it, and we understand what the victim is going through.
The victim being gagged in the beginning, and for long stretches of time, while she is being tormented. She should understand that she is being shown what can be done to her right from the start, and perhaps make her wonder if her captors even intend to ask her any questions, or are just taking sadistic advantage of their ultimate power over her.
The interrogator being calm, cool, and collected at all times. He shouldn't have to yell - she is at his mercy and isn't going anywhere. She should be the one desperate to get it over with. Whether he is enjoying himself or just putting in a day's work, he's not under any pressure. Rather he is the one inflicting the pressure. Even if and when the two become closer and her personal life are revealed to him, he should stay focused and not say too much. Just ask pointed questions and occasionally make an observation that makes the victim doubt herself and everything she thought she knew about life.
