Cliffhangers, frustration, unanswered questions, and raising the stakes -- all of these are powerful tension builders. But this last technique may be the most powerful of all. It's the universally human experience of inner conflict.
Give your protagonist two or more mutually exclusive goals or desires and you immediately create inner conflict. Consider this actual situation:
At college a young man came across a girl he'd known since early childhood and started dating her. Soon after this, he realized he was in love and wanted to marry her. But one of his deepest secrets held him back. When he was in high school, he had been involved in a stupid prank leading to a car accident that killed the girl's father. He and his friends fled the scene, never revealing their role in the incident. Now it had come back to haunt him again.
Should he reveal the truth and risk losing the woman he loved? Or should he keep the secret, marry her, and live with the gnawing guilt? Either way their relationship was bound to suffer.
These are the kinds of choices that generate inner conflict. Create compelling enough turmoil and readers will stick around to find out how the protagonist resolves it. What compromise will he have to make? Will he regret his choice later?
Inner conflict is a technique that, by its very nature, also leads to powerful characterization. While the tension steadily builds, your protagonist is making difficult choices that gradually define him.