I have applied through my school's career site, and got an email asking me to participate in the one time interview process, along with a bunch of other candidates. First all of us took an "intelligence test" something similar to SAT/GRE. Then we had three consecutive one on one interviews. First one was a disaster, the person interviewing me has not seen my resume me before or my cover letter, and did not understand my career objectives. He kept saying that McKinsey doen't do that, etc. I was surprised then why did they even call me back? I knew they had a branch which did what I was interested in. The man was annoyed so he gave me one of the most stupid brain teasers, I had no idea how to solve: something with a kid that is blond, he's father is 40, how old is the younger sister. Next two interviews were much more normal, some behavioral questions on analysis and leadership and a market type case study-how would you estimate the total market size of ex, etc. I was negatively impressed by the very rude behavior of the first interviewer, and by the fact that they knew I was not a fit in the first place based on my interests.