Phone screen with the recruiter was primarily around scheduling. Interview was the standard day long affair with a good hour and a half spent waiting in the lobby due to scheduling problems. I find that to be fairly tacky, I'd never allow it for my candidates, but that is how Microsoft does things.
Interviews were fairly easy, some design questions which are typically won by having a good stream of ideas and the ability to defend some of the ideas (I don't think most interviewers consider it a bad thing if you reject one of your own ideas).
Interviewers would sometimes throw random analytical problems at me as a response to something I'd said. For example, we were talking about ordering of search results and he asked out of the blue how many possible orderings there were of a list of n search results (hint: n!).
Microsoft interview feedback is all sent immediately upon completion of the interview so the following interviews sometimes touched on information in the previous ones (also: it is important to do well on the first few because their hire/no-hire suggestions will influence following interview results).