I applied online to Yelp and it took roughly 3 weeks for them to get back to me. Following that, I was given an initial phone screen by the HR person, followed by a coding project, followed by another phone interview, then a fly-out for a final round of 4 interviews.
The project is pretty fun and can be done in any language. It's not a problem that you're going to solve perfectly.
The phone interviews involve technical questions to see if you've ever used Linux or lied on your resume. There is also a coding question over the phone, though you don't actually need to code up an answer, just walk through the approach.
On site, I was given 4 technical interviews with standard white board questions and brief HR interviews at the start and finish. I think I did alright in 3/4 interviews but the last guy (who also happened to be highest in the chain of command) hated my guts and we just had different philosophies when it comes to what makes a good programmer.
Within three days they let me know that I was rejected.
I still recommend this company as a good place to work if you want to work on a big name, up-and-coming product, however, please note that it isn't really a start-up and if you want to join a start-up you should look elsewhere.