Submitted my CV via the GLG website, and received an email about 10 days later to schedule an initial interview. This was a fairly standard 30 minute phone screening with a HR person in the company - usual first round questions (talk me through your CV, why do you think you're qualified for this position, what do you know about the company, etc.)
The following day I received another email to schedule a second interview two days later. This was a conference call with three members of the office I was applying for, who I spoke to for about 30-40 minutes each. They asked similar questions, with a strong emphasis on making sure you understand the company and its business model. A couple of the more specific questions included "If a client came to you asking about __, who would you recommend they speak to?", and "If you could have access to any member of our panels, who would you speak to?"
A day or two later I received another email to schedule a third interview, this time in the office. The third interview consisted of a case-study task. I was given a brief and invited to ask questions, and then given about an hour to suggest people that would be suitable and explain the through process behind my choices. I also spoke with a couple of other people in the office and had a short teleconference meeting with a member of the London office.
Following that, I again received an email to schedule a final interview a couple of days later, which was a phone call with three heads of area from the London office. It seemed as though this served as both a final interview and a way of exploring which area I might be assigned to if hired. The questions were similar to those asked in previous rounds. A couple of days later I received an offer.
On the whole the process was very positive. Even though there were a lot of rounds, the whole thing happened within a reasonably short time frame, which made it easier to manage. Everyone I spoke to was very engaging, enthusiastic about the company, and very willing to answer any questions I had.