I wasn't surprised at all when Neil Gaiman started keeping an online journal on his website. Because I read Neil's topic on GEnie way back when, which was very chatty and journal-y. (I also read the discussions lead by all sorts of other writers of science fiction and fantasy as part of the SFRT-- Science Fiction RoundTable). And then later Neil had a topic on The Well. Ages ago I'd talked to Neil about helping him put up a website with just such a feature. I'm glad he finally got an official website where he can share stuff.
There are plenty of other writers who also have online journals and/or weblogs. Some that I read (listed by author): Dave Barry, Steven Brust, Raphael Carter, Peter David, Pamela Dean, Evan Dorkin, Diane Duane, Sarah Dyer, Peg Kerr, Will Shetterly, Bruce Sterling, Jo Walton, and Jennifer Weiner.
Know of any you think I'd like that I've overlooked? Let me know.