You all probably knew this already, but I hadn't realized that Joyce Carol Oates had written some books, including mysteries, under a pseudonym. (I'm reading THE TATTOOED GIRL right now.)
Here's an essay she wrote about various authors' decisions to write under a pseudonym:
An article in the New York Times in which she states that she regrets having written under a pseudonym (I don't know if she feels differently right now. UPDATE: I guess she did change her mind because she kept writing books under Rosamond Smith.):
And just for good measure, a youtube clip of talking about developing characters and advice to emerging writers (I was heartened by her saying the first six weeks of writing a novel was "hell"):
I really never considered writing under a different name, no matter what genre I experimented in. But I can see how authors might want to embrace another identity, especially if a book is in completely different style. How about you?