The interview process was really great -- MS probably spends about ~$2500 per candidate, even for interns. I was flown out, put up in a hotel, and got a rather large daily meals reimbursement. There was additionally a $50 stipend for tourism in Seattle.
There were 4 interviews, each 45 mins long. Interviewers were quite friendly and enthusiastic, though I did get one who was particularly tough and gave me a difficult numbers-heavy case on a topic totally unrelated to the position. In retrospect, it was probably designed to test my reaction under the pressure of a new situation, and I guess I didn't perform too well.