First round was a written test followed by a 'practice' group interview. The test seemed easy to me, but I know some people found it difficult. Your mileage may vary. Second round was two typical fit+case interviews. This was my first time doing a consulting interview, and I didn't really know what to expect, which hurt me a bit on the fit part. Here's how it works: they ask you about a conflict/teamwork experience and you talk about it for 10-15 minutes. I cannot comment on the final round because I did not reach it. :) Nonetheless, I was impressed at how nice and professional McKinsey was even after rejected. Other companies should strive to do as good a job as they did.