Mystery: A puzzle to be solved. These are the classic whodunnits, solved by the protagonist (a detective, amateur sleuth, etc.) gradually putting together clues. There can be elements of suspense (anticipation) or thrills (danger) involved, but a mystery certainly can work without either element.
Suspense: Literally, the action is suspended, and the anticipation of what will happen next is what keeps the reader enthralled. In these cases, the reader very often knows something about the scene that one or more characters do not, and suspense as built as the characters get closer to that same knowledge.
Thriller: Thrillers are full of action: fights, chases, explosions, etc. There can be elements of suspense in a thriller, and vice versa, but thrillers always include elements of danger, such as close calls, escapes and so on.
Clear as mud? You're welcome.
Lesson over. On to the books!
Accused, by Lisa Scottoline
The Double, by George P. Pelecanos
Just One Evil Act, by Elizabeth George
Critical Mass, by Sara Paretsky
Catch and Release , by Lawrence Block
Enjoy the lovely weather this weekend--if you're out for a drive this weekend (an orchard or vineyard, perhaps?), consider stopping at the library on your way out of town. An audiobook is a great accompaniment to a road-trip!