One good way to start is by visiting the online archive that contains excerpts from the reviews. Then once you've discovered which of your favorite authors have been included--in my case, the list includes Thurber, Borges, Huxley, William Carlos Williams, Auden, E.B. White, S.J. Perelman, and many more--you'll probably want to read the full interviews, which are downloadable or available in book form in a four-volume set.
BTW Lorin Stein has just taken over as editor of the Paris Review--which means he is now responsible for carrying on this wonderful tradition. Good luck, Lorin! We'll be reading.