Whenever I think about suspense, I think about Rocky Horror Picture Show.
Anticipation of what happens next, otherwise known as suspense, is what keeps your readers glued to your book.
I've read books before with amazing characters. The prose was well written, and the plot was interesting. But it was boring. Without anticipation of coming events, I didn't feel compelled to find out what happened to those characters.
Some writers think that suspense is just for thriller, mystery, and horror writers. After all, the suspense of whether or not Jack Baur can diffuse the bomb/terrorist cell, if the detective can find the serial killer in time, or whether shambling horror is going to snack on the main character is a huge part that drives the story.
But there's also the suspense of whether or not the lovers will overcome their differences and come together in Romance, if the human and alien races can live together in harmony in Science Fiction, and if the farm boy can reclaim his rightful throne in Fantasy. Obviously I am using genre tropes, but the point remains the same. There is a big question in every book--it's called your plot. Readers want to find out what happens to the main character in the circumstances you have put him in. There are also a lot of smaller questions, questions that work as your main plot points to get your character from Point A to B, and then from B to C. Is the main character going to the party, and will her rival be there? Will the girl win the spelling bee? What will the young boy's first day at school be like?
Suspense comes in many different forms. It can be small enough to propel the reader to the next chapter (okay, so what's going to happen at the wedding? Are the space colonists going to find fresh water?) or large enough to propel the reader through half the book (Who killed Mr. Body?).
You job as the writer is to keep them guessing. Make the reader sweat over not just the big plot question, but the smaller stuff too.
A common mistake is to diffuse the tension after you introduce it. Instead of letting the space colonists travel around for a while before finding clean water, you just have them find a big pond. By dragging out a story event that deeply matters to the main character, you increase the suspense. Suddenly, the reader has to know if the space colonists will find water. Let them stew on it for a little while before resolving the question.
Oh, and the reason why suspense makes me think about Rocky Horror Picture Show? Because of this scene in the movie. I think it's hilarious, and also a great visual example of creating suspense.
To further point you in the right direction, here are some articles I've found helpful:
Keep them Reading by Tina Morgan. I especially like this article because she gives you a practical example of how to make a boring situation more interesting. The caution I would give you though, is be careful about building up mundane events like this article shows you. This doesn't mean rampage through your manuscript, and every time the character does something mundane (make coffee, go to sleep, etc) you spice it up. You should only spend this much time with events that matter. If you build up the suspense of whether or not the character gets to work on time, and he does and nothing happens, the readers are going to feel let down.
12 Ways to Create Suspense by Ingrid Sundberg. This shows you the multitude of different ways you can create suspense.
So, how do you create anticipation of events in your writing?