I do as many of them as I can in-person, not because it's fun to get a cup of coffee or drop in at the apartment of an actor, but because there are a lot of things that you can pick up on in an in-person interview that are obviously lost over the phone or worse, via email. I think that also, in-person interviews can lead to a certain congeniality and/or intimacy that you miss out on over the phone, BUT, in many cases, because so many actors are in LA or on location all over the world (I just interviewed Anna Friel from her farm house in the mountains of Spain), many times, this isn't possible.
So my second choice is always the phone. And I don't think I've ever done an interview via email. In my magazine days, yes, I would have (and I know that hard-school journalists frown on this, but in some cases, I have no problem with it), but there is, in my opinion, a difference between getting a specific quote from, say, a nutritionist and conducting a more nuanced interview with an actor. Email limits the flow of a conversation, and one of the things I love best about my interviews is that I really go in to them with very few preset questions: some, sure, but mostly, I let the interview go where it goes, and I often get great material this way...with email, you're out of luck. I do, occasionally, ask for quick follow-ups via email because celebs are very tightly scheduled and getting them back on the phone can be tricky, but initially? No.
Finally, yes, I tape EVERYTHING. I am super-paranoid that a publicist would go bonkers on me if I got a quote or innuendo wrong, not to mention that, obviously, as a journalist, you want to be 100% accurate, and the only way that I can ensure this is via tape. So I just plunk that good old recorder in between us over dinner, and we go from there. I also feel like it would be awkward to carry out a really good conversation while taking notes...I think the key to getting a good celeb interview is to really pay attention and see where the tangents can lead you. If you're wrapped up in note-taking, this just isn't possible.
Anyone do things differently?