A nice concise list of various ways to gather requirements:
» 10 techniques for gathering requirements 10 Things TechRepublic.com
When doing interviews of JAD sessions for the purposes of gathering requirements, try to ensure that you are in the same meeting room as the participants. This helps to build up a raport with the participants which generally leads to a more open dicussion which helps to produce better requirements.
Don't forget the 5 whys approach when gathering requirements. Often what a customer says he wants is different to what he needs. Dig into each requirement to fully understand why this is valuable to the customer and then ensure that the requirement is aimed at solving the root cause of the customers problem.