The behavioral interview is just as important.
Behavioral questions are designed to see how you will perform in a professional, team-oriented environment. They also give the interviewer an opportunity to determine what your strengths and weaknesses are.
The format of the behavioral interview varies according to firm:
McKinsey has the most structured behavioral interview. The interviewer will ask you to go in depth into a leadership experience, and he or she will probe you on all the details: how others reacted to your ideas, how you were able to overcome resistance to your leadership, what the ultimate impact of your work. There are other common behavioral questions that will be asked, as leadership is one of them
Bain will take an experience off of your resume and ask you pointed questions on what you did, in the same vein as McKinsey's interview.
Boston Consulting Group asked the most questions on different experiences off interviewees' resumes. These questions were less in-depth than the previous two. These questions seemed the most "rapid fire", as the interviewers were very precise in their questioning and were looking for clarification or explanation on specific traits - leadership, collaboration, discipline, public speaking skills.