Rather boring and uneventful. I interviewed there 2 years ago.
Basically you get a couple talks in a room. One from the dean there and one from an admissions person. I think there might have been a person from financial aid as well. Then you get 3 or so students that come in and the administrative people all leave the room. That's the time to ask the questions about the school that you wouldn't dare ask in front of admissions people. This is probably the most worthwhile session of the day. Next is lunch, they gave us some sandwiches which weren't very good with some chips. Next you get a "grand tour" of the facilities which basically amounts to one lecture hall where each lecture takes place and that's it. Then you wait around for your panel interview where 2 or 3 people fire questions at you for about 20 minutes and then you're done.
I interviewed at Chicago this time around and I was much more impressed and pleased with the interview day. Remember though that where you interview has no bearing on which campus you'll go to so wherever you get an interview first is best. But, interviewing at the Chicago campus gives you a much better idea of the school overall.