First round (Thursday, on-campus): It was a 30-minute, one-on-one screening with one of their employees (I got a managing director). It was a resume review/typical screening. Make sure you can present a 90-second elevator speech about yourself and a 90-second speech on what you know about the company. I received a call that night to invite me to a second round interview on Friday.
Second round (Friday, on-campus): It was a 1-hour, one-on-one behavioral interview with one of their employees (I got a senior consultant). It was a behavioral interview where you have to guide them through about 3 different stories in your life, such as "Describe a time where you had difficulty mending a working relationship," or "What is your biggest accomplishment so far." They are looking for a thoughtful, 15-minute explanation that guides them from start to finish through your thought processes and actions during the story. There is no case study. I received a call the following Monday that I was invited to the third round in Atlanta.
[For the first and second rounds, some people had phone interviews if their schedules prevented them from interviewing on campus.]
Third round (2 weeks later, in Atlanta): There were two separate 45-minute, one-on-one interviews with managers. One often plays good cop, and the other plays bad cop. Also, you'll be presented an hour-ish long presentation to sell you on the company and its benefits. If you do well, you'll get an offer within the next week and a half. I didn't.