A large number of mystery novels are written in first person. This approach offers multiple advantages - and multiple drawbacks as well.
Leading among the former is an easier identification with the protagonist - he talks to us, we follow his actions and his thoughts, we see what he sees, we hear what he hears. It's no surprise, then, if the device is historically associated to forms of the genre that rely on strong emotional investment from the reader: suspense of course, but also hardboiled and noir. But, since the narrator is not omniscient and ultimately tells us only what he's willing to, first-person may also be a marvelous tool for mystification, as anyone who's read The Murder of Roger Ackroyd will be happy to confirm, and that's why detective novels and twist-in-the-tale stories made and still make a great use of it.
Still, the device has its problems or, as the French say, les défauts de ses qualités (the flaws of its virtues). First, it restrains the scope of the work on both a dramatical and psychological level. As I said above, the narrator is not omniscient. Being only human, he can't read other people's thoughts, make himself invisible or be in two places at the same time. This means we know characters and places only through his personal, subjective experience. If he leaves the room in the middle of a conversation, what was said afterwards will remain forever unknown to the reader, and if he stays we can't be sure people mean what they say. This wouldn't be much of a problem* if that ambiguity extended to the narrator, which alas is rarely the case. All too often he tells the reader in detail about himself, his past, present and future while other characters remain at best silhouettes, more or less well-sketched - making him the actual subject of the story he tells. Such a phenomenon is not uncommon in contemporary mystery fare, even that sticking to third-person mode.
Finally and in accordance with the rimbaldian title of this post, the narrator's "I" is often the author's, not only biographically and psychologically but stylistically as well. Narrators, despite being new to the job, know all of the tricks to grab the reader's interest and never let go. They can capture a landscape or a character in a few words and keep a fast pacing, with suspense and twists most efficiently dosed - so efficiently, indeed, that it's hard at times to believe you're reading a true story told by an amateur rather than, say, a piece of fiction by a seasoned pro. Even more remarkable is the continuity of style some authors maintain through different stories with - supposedly - different narrators. Mike, 31, a computer scientist in New York has thus the same "voice" as Roger, an alcoholic quinquagenarian Washington Post journalist whose writing style itself bears some resemblance to that of Sarah, a 40-year old Dallas housewife... all of the three having, of course, never met each other. Quite a feat, indeed!
True, characters are often so interchangeable that it's no surprise it goes the same for their voices - but the same phenomenon may be encountered in works by more ambitious writers, proving that style just like every other habit is second nature.
*Actually, it may even be beneficial.