Agatha Christie

An obvious recommendation, but Christie is the "Queen of Crime" for a reason. Her puzzles are exceptionally clever, but what makes them compelling mysteries is her ability to capture character. Where contemporary mysteries often do this at book-length (and, I'd argue, so does her contemporary Dorothy Sayers), she's unusually good at sketching people with a few bold strokes and telling details. That doesn't just go for her detectives, but for every character who appears for more than a paragraph.

If you haven't read Christie yet, I suggest you start with the classics: Death on the Nile, And Then There Were None, Murder on the Orient Express, and The Murder of Roger Ackroyd. If you read them in that order, you'll first get to see the genre conventions, and then watch her have a lot of fun with them.