Types of Interview
Interviews can be one on one; selection days; dinner/lunch, or panel style. Most typically interviews are one on one, but it is worth checking what the format will be before arriving and trying to gauge whether the interview will be formal or informal.
If the process looks tough (perhaps a panel interview with some formal testing) then remember this same process applies to all candidates and you are at no disadvantage. If the interview is in a more informal situation, such as over lunch, you will need to appear relaxed but you still need to impress.
If there is to be some formal testing such as verbal or numeric reasoning it can be useful to find a similar test beforehand (the Internet has many such tests freely available). There is little doubt that performance in these types of tests will improve with practice, and even having a couple of dry runs before the event will increase your confidence. In the case of psychometric tests there is no right or wrong answer, so be honest!