Great feedback and mentoring. You work with very impressive and talented people who, for the most part, go out of their way to help you out and make sure you're getting the most out of the experience. You are also given a lot of responsibility and are able to learn quickly on the job.
The ability to make any plans in advance, even on weekends, because you can often be assigned projects and taks at the last minute. The long days and lack of sleep also took their toll as the summer went on.
Advice to Potential Interns
Make sure this is something you really want. You get out of it what you put in. If you are not considering a full-time job in finance and are willing to make sacrifices, this internship won't be worth it.