The HR part of the final interview, I found, was quite similar to the one I got at the second stage. In this I mean that the questions were quite similar, such as "When have you worked well under pressure" or "Have you ever worked with a team in conflict?" (which I had to think about at first as I have an army background and briefly thought they were on about serving in a war zone like Iraq or something, but no, they meant a team that argued or had differences :P )
So on the whole, be prepared for those types of questions, so think ahead and try to think of skills you have gained from anything you have done in your life (doesn't have to be work related - I waffled on at one point about an trip to Jamaica, but it was the first relevant example to the question that I could think of! It got laughs). The main difference is that the HR person should hopefully be much more chatty back compared to your stage 2 interview, and will also have your application in front on the desk, and therefore know what you have written about yourself, past employment, hobbies, etc, and will probably partially aim questions around those. So if in doubt, re-read what you wrote, because on the whole, those will be the main things they know about you, as you have told them!
As for other tests or exercises on that day, there is only the group exercise, which is basically a board game, complete with dice and cards and stuff. Actually quite fun, you'll never finish it in the time they give you (about 20-30 mins I seem to remember), and don't panic about it. Everyone is in the same boat - you're working together, and there is no need to feel "in competition" at this stage. If you're good enough, they'll take you. All I can say is, don't just sit there and say or do nothing. Just play along in a chatty way, laugh about things getting difficult (but still try to overcome them), don't get worked up, and you can't go wrong.
You'll probably have a buffet lunch/tea after your interview, talk to the people there, and that's it. No sweat. I found stage 2 more daunting than stage 3. Easy peasy! Haha....I'm sure all will be fine. Good luck!