I had a 15-minute phone-screening interview on a Wednesday, followed by a 1-hour technical phone interview the following Friday. My comments pertain to the technical interview.
The technical interview was broken into 3 parts:
1.) Technical statistical questions (e.g., assumptions of the analysis, strengths and weaknesses of various estimation procedures, how it treats various types of variables)
2.) Hypothesis Testing (this was all self-explanatory)
3.) Applied Questions. They prefaced this question by telling you that they just want to know how you think and that there may not be a right answer. Some of these were along the lines of statistical brain teasers.
They end the interview by giving you the opportunity to ask them questions.