I applied online. The process took 2 months. I interviewed at McKinsey & Company (New York, NY) in Dec 2008
Interview
The firm use a case interview format. For a candidate, i would recommend to go through some of the case interview books (vault, wetfeet) as well as business school consulting club casebooks (google harvard business school casebook etc). The interviews are very well organized, with clear instructions on the firm's website, timely feedback on your performance during the last interview, and suggestions on the area you should improve during your next interview. All the interviewers and HR stuffs are very efficient, professional and friendly.
The interview is structured exactly as the preparation materials describe, i.e. personal fit and case. All interviewers were friendly and supportive. After each interview round I received helpful feedback. The cases are not easy but fair.
Interview questions [1]
Question 1
Questions regarding the case. Interviewer will led the case though
First, there is a computer test screening. Then, you get invited for the first round interview, usually conducted by an AP. Then, for second round, you have two interviews with Partners. You get feedback quickly, less than a week between interview and feedback
3 stage interview with increasing seniority. Opportunity to prepare with current colleagues prior to interview which was useful. Straight forwards process, no big suprises if you prepare in advance but prep is needed