Innerviews is a website run by music journalist Anil Prasad. It has a lot of great and well-conducted interviews of artists running the gamut from jazz, fusion (in a broad sense of the word), electronic music, acoustic music, prog rock, and a load of other styles. He allows the subject to talk in depth about what they're interested in while still covering the essence of their career, which is what makes these interviews superior to the usually bare-bones or ignorant ones conducted elsewhere.
http://www.innerviews.org/ - Innerviews: Music Without Borders (main page).
http://www.innerviews.org/interviews.html - Innerviews: the Interviews - includes interviews with modern sax great Steve Coleman, guitarists Steve Hackett (Genesis), Steve Howe (Yes; Asia), Steve Morse (Dixie Dregs; Deep Purple), Allan Holdsworth (a fusion great), Pat Metheny (another fusion great), Al Di Meola (ditto), Nguyên Lê (a lesser-known fusion great), Rez Abbasi (ditto), Adrian Belew (King Crimson), Vernon Reid (Living Colour), Rory Gallagher (deceased), vocalist/guitarist/bassist Greg Lake (King Crimson; ELP), bassists Tony Levin (King Crimson), Victor Wooten (fusion again), drummer Bill Bruford (King Crimson), keyboard-player Rick Wakeman (Yes), and singer-songwriter Tori Amos.
http://www.innerviews.org/book.html - Innerviews: the Innerviews Book - Prasad's recent book (a compilation of interviews - haven't read it myself).
If you have any time to spare, I can't recommend Innerviews highly enough.