Brian Lindenmuth emailed this link yesterday about the ten commandents of detective fiction which takes a look at how some of the pulp masters thought detective fiction should be.
I have a link to the right to VanDine's 20 rules for detective fiction but there's also a link there to Lester Dent's Pulp Master Plot which lays out how Dent wrote pulp stories. His piece is on a site called Dirty 30s! and if you scroll down to the bottom of the page you'll find links to all sorts of pulpy goodness from the 1930's. http://www.paper-dragon.com/1939/dent.html It's a great place to start your research if you're looking to set a story in the thirties.