I applied online, but knew a manager that worked at Accenture. She was able to forward my resume to a recruiter and expedite the review process.
1st Interview: Phone screen with recruiter. Just going over your resume, experience, and motivations. You should be able to talk about yourself and why you want to get into consulting and work for Accenture.
2nd Interview: About a week after the first interview. Also a phone interview with a different recruiter. This was about an hour of behavioral questions. I don't recall specifics, but nothing out of the ordinary. The tone of the interview was very conversational and it is apparent they want a clear idea of who you are and if you can work well in a team.
Final interview: This was scheduled about a month after the 2nd Interview. In person interview at an Accenture office. This happens in three stages over about three hours. The first hour you meet casually with current analysts to discuss the nature of the position. During this time they'll go over the expectations of an analyst, their experience, and answer your questions (come with a lot, there is plenty of time). Second hour is the case interview with a manager or managing director. The last is a conversational interview (more a confirmation). This is basically talking about your background, how you work in teams, leadership experience, and why you want to work for Accenture. Some behavioral questions are sprinkled in, but again it was largely informal. I have a feeling that the case interview was the most significant portion of this interview process.