I applied for a number of internships for the summer before my last year of university. I made use of the careers pages of the Goldman Sachs Web site as well as campus recruiting events. I got offered a few internship placements with banks across the street but accepted the Goldman Sachs internship and spent 10 weeks working in the Securities division in the London office in 2005. I then rejoined in 2006 full time.
As for my first impressions working at the firm, I was struck by how dedicated and professional everyone was. Everyone was very welcoming and happy to answer any questions I had.