To me, one of the most fun things about reading a mystery is the puzzle. I love finding the clues along with my sleuth...and being misdirected by the author's red herrings.
I also have fun writing in clues and distracting my readers from them in my own book. But I admit that planting clues is the hardest part of writing a mystery for me. I want them to point to the killer, but I also want to make sure the reader doesn't have a neon sign blinking "CLUE! CLUE!" whenever I plant a clue.
Agatha Christie did a great job writing in her clues. She frequently slipped in an important clue among some useless information that seemed more important than the actual clue. Or she would plant a clue, draw the reader's attention to it, then have two characters suddenly burst into the room in the midst of an argument that completely shifted the reader's attention.
There are some good websites out there that can help writers learn more about writing effective clues and red herrings:
Don't Drop Clues: Plant them Carefully! by Stephen Rogers does a great job covering the types of clues, how to misdirect your reader, and mistakes to avoid.
Suite 101 covers planting clues in different ways: tucking them in a paragraph, heightening the drama, clues of omission, missing weapons, and clues from real life.
Author Sandra Parshall's website explains how "Clues Drive the Mystery Plot."
The Christie Mystery website demonstrates how Agatha Christie used clues and other plot devices.
Stephen Rogers writes a different article on red herrings and how to use them effectively.