Often easier said than done. As I wrote elsewhere, I definitely prefer to be in the same room as the person I'm interviewing for both technical and conversational reasons. But it can really limit the number of people you can get on a show--even more so if it has to be in your studio.
Lots of people record podcasts and videos at events like conferences (partly for this reason). Sure, the audio isn't pristine but IMO it's perfectly listenable if done right. I gave up stressing about getting perfect studio sound years ago.