I don't write mysteries, but I loved this video Janet Reid posted on her blog the other day.
I've killed off characters before, to the extent that if I really were my protagonists, I'd be a serial killer. However, I've never actually had a murder in any of my novels, just short stories. I'm currently in the midst of researching how to murder/drown a large group of people from around 2100 B.C. (Thanks for not leaving a lot of notes on the specifics, Herodotus. Sheesh.)
Have you murdered characters before? Was it a pretty clean-cut death, or a unique sort of murder?