I just went thru the Stage 1 interview in SFO. The questions banks in this thread are a great starting point for the face-to-face and technical quiz. I also used "Handling the Big Jets" by Davies (old but good), Jeppeson's Aviation weather book, Aerodynamics for Naval Aviatiors, and Everything explained for the Professional Pilot by Lengel.
Also some came up with digital flash cards that were a HUGE help (although 5% are incorrect):
iFlipr
For the techincal quiz - you have 45 minutes to get thru 40 questions. All pretty basic stuff and NO calculator. US pilots, go over conversions to the metic conversions.
For the Face-to-Face it's half HR and half more technical. As I said above look at the questions mentioned in this thread as well as the flash cards to prep.
One question that threw me was, "What is meant by the CFM56 is flat rated at ISA +15?"
The Abstract Reasoning test takes 45 min total and consists of 8 different designs and you have to choose the ninth that fits. Don't study too hard for this.
Last thing, don't go into this with Rose tinted glasses on. You need to compare Cathay to your local airline industry. Do your homework before deciding if they are the best fit for you. You have to be able to answer yes to: "Can I leave in Hong Kong for the next 10+ years?"
Good Luck.