All this data is potentially out of date, and should be taken with a truckload of salt
Interceptors are tech II frigates, designed primarily around speed and tackle. All interceptors have a role bonus that drastically reduces the capacitor use of propulsion jamming modules, as well a skill bonus that reduces the MWD sig bloom effect.
All races have two interceptor hulls. One is a pure tackler, receiving a range bonus to warp scrambler and disruptor range, while the other is more of a high-speed combat vessel, receiving an additional tracking or damage bonus.
Despite their paper-thin tanks, the fact that combat interceptors are capable of maintaining a low sig radius at very high speed makes them attractive choice for solo or small-gang combat vessels, as a good combat interceptor pilot can be nearly impossible to track. Tackle interceptors are capable of tackling most ships from outside of heavy neutralizer range while maintaining enough speed to make it difficult for the tackled target to take them down, and are thus invaluable to roaming gangs.
Interceptors are so called speed tankers. Thanks to this there is only a small percentage of weapon systems that can endanger it. Generally for tackling it is not recommended to go within 13 Kilometers(web + overloading) of the target or any other hostile ship. The cookie-cutter setup is long range guns in the high power slots, a MWD + point + web in the medium power slots and 3 propulsion modules in the low power slots.
One of the main problems at PvP is your own speed. The EVE client wont always respond immediately and it can become a click-fest to keep your ship alive. Therefore depending on your speed you will have to set an orbit around your target (15 Kilometers works good) and concentrate that no other hostile ship that comes near you. Because of your speed you will always orbit at a few kilometers more than you set. Unless you are tackled the only weapon system that poses a significant threat are T2 Warriors.
Even though their main usage is to tackle other ships they can also be used in other areas.
Especially the Taranis is commonly used for solo PvP and is not to be underestimated. It comes in various flavors with dual propulsion mods (afterburner & microwarpdrive) with which it can successfully kite other ships and destroy them with its high dps(for frigates).
They are most effective against ships without drones and a buffer tank. It is not recommended to attack AF's since they wield more damage and tank (Amarr AF's are an exception though since the Retribution mostly doesn't field tackle and the Vengeance uses Rockets as its main weapon system). Other not as popular but effective solo PvP Interceptors are the Raptor and the Malediction.
Interceptors are sometimes also used in races like the Sub-warp Racing Venture.