The Guardian has an interview and an article in which she explains what keeps her going,
Why am I going on at such length about this? Only in order to explain that people in Chechnya are afraid for me, and I find that very touching. They fear for me more than I fear for myself, and that is how I survive.Open Source has an audio interview with some of Politkovskaya's journalist colleagues following her death. (BBC Woman's Hour has an interview from the time of the publication of Putin's Russia, but the BBC's A/V set-up and I don't get along.)
Radio Free Europe has a transcript of Politkovskaya's last interview, two days before her death and this site has her last article.
If you are still curious, check out this list of links.