WATMM (we are the music makers) is a very nice fan site dedicated to Aphex Twin, Autechre, Squarepusher and Boards of Canada. The webpage is very rich in content, but unfortunally, lots of links aren't working.
Some time ago, they had Aphex Twin live sets, now I found some audio interviews with him on the watmm webpage.
Downloads: Alchemy One Hour Special On The Aphex Twin
Coming from Austrailia's SBS TV, this one hour special on The Aphex Twin on the televison programme Alchemy features an interview with Chris Cunningham talking about working with Richard.
Ultrasound Interview on 107.7 The End Live On "Ultrasound" 107.7 FM, The End September 22, 1997 in Seattle, Washington. Richard talks about mouth noises, and debuts an early form of the song "Equation" off Windowlicker calling it "Oh, just some crappy old song I'll never release."
Richard and Grant on KISS FM
This was a radio interview with Richard and Grant Wilson-Claridge on KISS FM in the UK, on it you will hear early Rephlex Releases, including Cordialotron played at 33 RPM