I was referred by a Huron employee for the Healthcare practice during the Fall 2011 recruiting cycle. When I didn't hear anything from the recruiters, I made contact expressing my interest in the company and went through a few phone calls. I was temporarily put on track to interview for a different position but when that position was filled with a current employee, I was put back on track to for the Healthcare Analyst role (which is what I wanted).
I probably had half a dozen phone calls as a result of the interview change before I reached the "second" round which consisted of an hour long phone call (problem circles around an Emergency Room that has a lot of lagging periods or an auto industry question). This phase is to hear how you gather information, form a plan, work with a team and client, measure success, etc. Work through the problem from start to finish and make sure you respond clearly to the questions you're asked.
I was invited for a third round interview in their office in Chicago. I began my day with lunch - three other applicants, three current employees, and myself. I had a great group, great conversation, was able to ask about the employees current and past projects, travel questions, etc. I returned to the office for three rounds of 1:1 interviews - one with a director where we covered general questions on the company and I was able to demonstrate my knowledge of the organization (don't ask simple yes or no questions - make a point to ask conversational questions, questions that take an extra step of analysis); a case interview with a manager (A/R days) followed up with a few behavioral questions about my past experiences and how I handled certain circumstances; and a final interview with an associate that was similar to the time spent with the director (in terms of questions and formating of the time) but focused more on her personal experiences. I made a point to ask questions derived from the interviewer's answers to make the conversation feel more fluid. Each section lasted about 45 minutes and they were pretty prompt about having us wrap the conversation in a timely fashion.
Afterwards, I was walked out and quickly sent thank you emails to each person I interacted with. I advise having these are prepared as possible so you can get them out ASAP before any decisions are made. I was told that I would hear back on their decision "hopefully early next week" and got a phone call Monday morning at 9:00 am extending an offer.