I applied online through my college's career website. I subsequently had two on campus interviews with two different consultants. The questions were fairly general and covered behavior, resume, past experience, and the company in general. Both interviewers were pretty nice, but were from the IT Group so I couldn't get much in the way of information about their financial services consulting arm.
For the final round, I traveled to their San Bruno office and interviewed with two partners. The first one asked me a brainteaser and a guesstimate question. Then he asked me what my ideal job (position and company) right after college would be, which I thought was kind of an awkward question. The second partner was more laid back and we talked about my experience and the company itself. I heard back from them with an offer that same week.