I know that preliminary exams/comps/whateveryoucall it differs by program and specialization, so I always find it interesting to hear other's experiences.
I'll be taking my prelims soon and my format is two days (one day each for my areas of interest) written and one day of oral. My written will be (each) 6 hours long to answer 3 out of 4 questions (no notes). The oral reviews your written, as well as anything else your committee wants to ask you.
How does your program do prelims?
In library and information science, at my school, doctoral comps happen after course work is completed. We have two weeks to answer two questions that have been written by our program committees. The questions are tailored to our research areas. We receive a research question the first week and a systems question the second week. Our written responses to the questions are no longer than 25 pages each. After we've submitted the written component, we schedule an oral defense, which lasts about three hours.
It's been a while since I took the UChicago Sociology prelim, so I had to look it up: "The examination consists of two sessions. In each session, writing without reference to notes or books, students respond to three questions they select from a maximum of six alternatives" (http://sociology.uchicago.edu/graduate/studenthandbook.pdf).
The prelim is a single-day written exam that lasts about 8 hours, and happens early in the PhD program (right before the start of the second year). The prelim is followed by a series of other requirements leading up to the dissertation proposal, and then there is of course the final dissertation defense.