I got through to the 3rd round at MK before being dropped.
Know you're basic maths and how to implement it under pressure of a MK consultant sitting there. There'll also be a written reasoning test - just common sense from the text place in front of you.
But know your CV you'll get questions like "give me 3 highlights/problems you'v encountered from your cv" - be prepared and have they ready to say.
Practice case studies. First rounds aren't too bad, only had business types ones as opposed to "how many light bulbs in america", though and I was looking at a Technology strategy postion. Be likeable and articulate, be the person they would like to be down the pub with or stuck at a hotel with. be relaxed but professional - it's hard to describe just be happy to be working there...
PRACTICE CASE STUDIES UNER PRESSURE, do them with your parents or someone that you would be embaresed to do them with and get them wrong with - thats the kinda pressure.
good luck
Lex