I worked at Goldman Sachs full-time (More than 10 years)
They take care of their people in every way. Very impressive facility at the NYC headquarters, with all the comforts. Strong corporate structure to make sure no one is misused. Good, transparent leadership.
Not really a con, but not a lot of handholding if you are a slow learner. They expect top-tier, smart work from every employee. If you want to move up from an administrative position, you will have to lobby for it - nothing will just fall in your lap here.
I applied through a staffing agency. The process took 4 weeks. I interviewed at Goldman Sachs (Bengaluru) in June 2012.
Many rounds with different people at different levels. Lot of behavioral questions. Overall I would rate it as good though I still don't know whether I am in or out as I haven't got any response yet.
I was surprised that they did not ask any finance related questions and was mostly concentrating on your day to day work experience and how you handle things at work.