The Third Alternative is the only fiction magazine that I subscribe to, but it's a fantastic read. It covers Sci-Fi, Horror, Fantasy and alternative sort of material, but it tends to be a bit more leftfield than usual. There are good lengthy interviews as well as some reviews and features. If you enjoy odd, smart and faintly disturbing stuff I'd highly recommend it.
http://www.ttapress.com/publTTA.html
Umm... also randomly, this:
http://www.infinityplus.co.uk/
has some great short stories by some fairly famous authors and is well worth a read. Apologies if the link isn't right, but the filters at work won't let me check it.
