Applied online and was shepherd through the interviewing process. There are a lot of layers to the Shell interviewing process, including a phone interview after the initial on-campus interview. However, the most difficult and stressful part is the Shell Recruitment Day (SRD) itself. It is the final step to getting a job and occurs on-site. You are part of a group of students that are not competing with each other for jobs. At this point, Shell is interested in hiring everyone in the group, given they all can pass the assessments at SRD.
The day is broken down into three segments: Technical Interview, Case Study, and Group Exercise. The recruiters are looking for proficiency in four areas: Capacity, Achievement, Relationships, and Technical. All of the criteria for the process can be found online on their website.
Yes, SRD is stressful and difficult as I said before. The fact that it is the last thing standing between you and a job offer is the main factor in the stress. But the staff at Shell do everything possible to debrief you beforehand and ensure that you are ready for the assessment. They were extremely nice and would answer any question you have.
One piece of advice: Prepare for a few hours ahead of time (no more is really req'd) and just be yourself. The process is meant to tear down any facade you put up, so just relax and treat it as a conversation with the recruiters.