Mystery. Thriller. Suspense. Crime Fiction. Cozy. Hard Boiled. Noir. Pulp.
All of these are labels and, as I've said before, labels make a difference. But do people really know what these labels mean? I have had countless Lee Child fans claim they don't like mysteries or Harlan Coben fans say they're not big on noir fiction. Because there are so many sub-genres, so many qualifiers, many readers (or writers) have lost sight of their meaning.
Mystery vs. Thriller: Gayle Lynds had the perfect explanation of the distinction between mystery and thriller. She says that in a mystery, the bomb goes off in the first chapter and the story is spent trying to figure out the how and the why. In a thriller, there is a bomb in the room and the story is spent trying to prevent it from going off. In mystery, the big event happens at the beginning of the book and in thrillers it happens at the end. This is the best explanation I've heard, so this is the one I go with.
Suspense: This one is pretty self-explanatory. Suspense novels are books that are driven by suspense. This could apply to both mystery and thriller, even romance and historical. Usually, I deam suspense novels to be mostly plot driven, but there are no hard and fast rules. But just because it's a page turner, doesn't necessarily make it a suspense novel. If the thing that's most important to the central character is put at risk (family, life, the world), and that risk is driving the story forward, I'd say you have a suspense novel.
Crime Fiction: Again, pretty self-explanatory. Any work of fiction that centers around a crime. Therefore, most mysteries, thrillers and suspense novels can fall into the category of crime fiction. It's a very broad label and therefore, it's the one I use when people ask me what I write.
Cozy: Cozies are books where all sex and violence takes place off stage. Think Agatha Christie and anything with a cat on the cover. Usually, this qualifier applies to mysteries; I'd think it'd be difficult to write a Cozy Thriller. Historically, it was the British way of writing mysteries, though there are plenty of Americans who have carried on the tradition.
Hard Boiled: It's the opposite of cozy fiction. Not only does Hard Boiled crime fiction portray violence and sex, it does so in a very hard, unsentimental way. Think Dashiell Hammett and Raymond Chandler. Just because the book contains violence or sex doesn't necessarily make it hard boiled, it depends on the way the violence or sex is written. No sentimental love scenes in hard boiled fiction.
Noir: Noir and Hard Boiled fiction tend to be confused. While both have the same gritty, unapologetic writing style, I think of Hard Boiled as specific to detective fiction. In Noir fiction, the main character is someone tied directly to the crime, usually a victim or a suspect, rather than a detective called in to solve a crime he had nothing to do with. But to me, noir has more to do with the tone and style of the book than the subject matter.
Pulp: Pulp fiction originally referred to the cheap short story magazines and mass market paperbacks of the 1950's. Think glossy covers of damsels in distress with hunky detectives or action heroes coming to their rescue. Pulp fiction can span all genres, but the stories are usually violent and crime-related. I think of pulps as centrally plot driven with little to no character development, but I'm sure there are plenty that would prove my theory wrong.
Hopefully this will shed some light on the various sub-genres and help you figure out what type of fiction you like to read and write. And when an author tells you he writes hard boiled mysteries or pulp noir, you'll have an idea if you would like their books.