If you are in Europe, you can sit the FAA ATP exam at Flightsafety either in the UK or at Le Bourget. They are more expensive than in the US though, so if you're Stateside, do it there!
Everything else has been mentioned already. I second the hint to get a GOOD look into the FARs though, the oral can last a few hours.
My FAA CPL oral two years ago was some 3,5hrs of conversation, covered everything.