I had an initial phone screen to gauge overall level of skill. Ranged from .Net fundamentals, some basic CS, and advanced threading and performance questions.
This part wasn't as much as an interview as it was just a skill test.
Later I came in for in-person interviews. There were 3 core skills/competency interviews, and two soft interviews.
1) OO design, testability, refactoring, etc
2) system design exercise covering UI and server components. Focused on streaming, fast moving data.
3) consulting skills & project management. Agile, working with others, challenging situations, etc
4) soft interview with directors. This was less about skills and capabilities, and more personality, fit, and opportunities at the company
5) final talk w/ HR to gauge my interest, start date potential, etc.
I was given an offer via email shortly afterwards.