Interceptors are Tech 2 frigates. Few things have as much speed or lock as fast as a interceptor. Fast tackle interceptors often have warp disruptor/scramble range bonuses and fly at high speeds, generally you want to fit a warp disruptor and use them as a first tackle, a warp in point or a non-cloaky scout ship. Combat interceptors aren't as fast in terms of speed and lock times than the fast tackle, but have damage bonuses that means they can eat other frigates and even T1 cruisers very quickly.

Price: 20-40mil

Interceptors can be split into two classes - combat interceptors (claw, crusader, raptor and taranis) which receive bonuses and slot layouts which benefit damage dealing, and fleet or tackle interceptors (stiletto, malediction, crow and ares) whose bonuses and layouts are geared more towards tackling. While eve doesn't make an explicit distinction between the two classes, they are typically flown in very different ways and as a result I'll be covering each separately.

HAVE A HOSTILE DRONE OVERVIEW SETUP, THEY ARE YOUR MORTAL ENEMY

As far as interceptors you want to fly in fleet work (i.e. not small gang or gatecamps) you should always go with intys that get a long range tackle bonus. These are the Ares, Stiletto, Malediction, and Crow. Each one has their benefits and drawbacks but if you were to rank them it would be Ares=Stiletto > Malediction > Crow. For big fleets you don't want to be in the fight, ever; burn off and provide warp-ins or tackle a guy from 30km+ when they are warping out. Your job isn't to get on killmails, it's to provide a tactical advantage for your fleet.

For small gang stuff you can choose between combat interceptors and fleet. The Taranis is hands down the best combat interceptor, dealing an incredible amount of damage with great speed and drone bay to boot. The Crusader is a close follow up able to eat through plenty of targets. The Claw well rounded but has nothing special about it.

In gatecamps the Stiletto is a beast, with your 4 midslot layout you can fit point, web/scram, and a Sensor Booster. You'll get a point on every single thing that comes through and everyone will think you are one sexy capsuleer, but both fleet and combat interceptors serve this role well.

Finally there is dogfighting, going out to do ~ElitePvP~ and 0wnzoning dudes. T2 interceptors are a great place to start learning and can hold their own quite well; when you feel confident in your skills move up to a daredevil (oh my god daredevils). Again as far as combat intys go the Taranis is the best for reasons stated earlier with the Crusader a very close follow up. The Claw is adequate but the number of targets you can solo is significantly less. Don't fly a fleet interceptor as they don't do nearly as much DPS and are even more fragile.