The secret to writing a great suspense story is first and foremost the plot. The plot must be unique and it must be interesting. Most readers are savvy enough to spot cliche's a mile away.
Once you have a great plot, make sure you have the right characters for the story. Don't have a 150 pound weakling who never stood up for himself try to take down the city's most notorious gang. Unless you can make it convincing! If you can do that, then more power to you.
Finally, make sure to hold back on some of the facts. Disguise the clues and mystery in subtle language without annoying the reader. Keep the reader in suspense.
Go for a powerful climax and ending. Don't ruin the most important part of the story. The climax must live up to the buildup. And the ending must be satisfying.
When you put these elements together, you will find yourself writing great suspense stories.