They were very nice about it! First round is a phone call with the recruiter. No technical questions, just fit questions. Then, they flew me out for three days in Redmond. Three rounds of interviews, one for each discipline. Be sure to ask questions and the interviewer will guide you through the thought process.
I applied through a recruiter. The process took 4 weeks. I interviewed at Microsoft (Redmond, WA) in Feb 2011
Interview
Process began with a friendly phone interview with a recruiter (non-technical and mostly program-management related). Series of 3 on-site interviews, including one with a dev manager that mixed technical and product design questions. Technical and coding questions were fairly straightforward data structures & algorithms questions. Interviewers were very friendly and generally enthusiastic when answering questions about the company.
Interview questions [1]
Question 1
How would you design an elevator for a school in which certain floors are restricted to students?
I applied through college or university. The process took 2 weeks. I interviewed at Microsoft (Seattle, WA) in Feb 2013
Interview
Was called about a month after submitting my resume at my school's career fair. Had a non-technical phone screen asking me about a couple of my projects and found out after a couple of days that I would be flown out to the headquarters in Seattle.
I had three interviewers, one by a senior PM and the other two by software engineers. The PM interview asked me some broad design questions and the other two delved into sketching user interfaces and coding on a whiteboard.
Interview questions [1]
Question 1
From a hardware perspective, how would you implement the kinect?