There are many relevant papers, but the most convenient book to consult is: MR1778802 (2002k:20017) 20C15 (20C08 20F55), Geck, Meinolf (F-LYON-GD); Pfeiffer,G¨otz (IRL-GLWY) Characters of finite Coxeter groups and Iwahori-Hecke algebras. London Mathematical Society Monographs. New Series, 21. The Clarendon Press, Oxford University Press, New York, 2000. xvi+446 pp.
See also their earlier paper: MR1250466 (94m:20018) 20C15, Geck, Meinolf (D-AACH-DM); Pfeiffer,G¨otz (D-AACH-DM), On the irreducible characters of Hecke algebras. Adv. Math. 102 (1993), no. 1, 79–94.
In the last chapter of my book Reflection Groups and Coxeter Groups (Cambridge, 1990) there is a brief summary of earlier work done on irreducible representations or character tables of finite Coxeter groups and their Iwahori-Hecke algebras. The 1979 Kazhdan-Lusztig paper was partly motivated by earlier papers of people like Iwahori and Curtis, but especially by Springer's theory of Weyl group representations on cohomology of flag varieties. The powerful "cell" construction by Kazhdan-Lusztig does not in general give explicitly the irreducible representations, however. Carter's 1985 book on characters of finite groups of Lie type discusses how all of this feeds into that kind of representation theory. Much of the progress has been due to Lusztig.
It's important to distinguish between finite crystallographic Coxeter groups (Weyl groups) and the remaining dihedral groups along with exceptions $H_3, H_4$. Even in the latter cases, much of the Weyl group theory has good analogues in spite of being outside the classical framework of groups of Lie type. In any case, whether the results in the literature are explicit enough for some purposes may be an open question. Certainly the case of symmetric groups and their Iwahori-Hecke algebras has been developed most concretely.