Michael Connelly has some great characters, Renée Ballard for example is pretty compelling.
Yep, Renee is one of the more recent characters. Harry Bosch was the first. I always find it hard to beat the first!
His early works are classic for sure - which was your favourite out of The Black Echo, The Black Ice, and The Concrete Blonde?
The Black Echo, but again probably because it was the first! Of the more recent ones I really enjoyed "The Burning Room".
It's always interesting when you have a character that's seen so much, and is finally on the verge of retirement.  His mentor relationship with Soto was pretty inspiring as well, any thoughts where that will lead to?
I'd hope it leads to Harry retiring happily in a way that he's still involved in the books from time to time. The great thing is that other characters like Soto have been developed strongly enough to take over the mantlepiece when required.
Harry and Lucia do make pretty good partners.  If you could write a Harry Bosch detective novel, what do you think it would be about?
Oh good question! I think I might take it back to it's roots and go with a military style plot. The Black Echo, but with modern technology and politics! 
That could be a lot of fun!  Since Black Echo covered Vietnam, would you have it cover modern Iraq, or maybe somewhere else altogether?
I think somewhere more subtle. I'd have a lot of covert "unknown" operational work take place.