Not for class 3 can't comment on class 1/2. Had to pee in a cup though (for diabetes screen according to the doc). It's just a basic exam and a review of the paperwork. They check major systems: hearing (he whispered), eyes (chart) blood pressure, and the paperwork! They do check for color blindness every year.
Check out the FARs for your class and they'll give you an idea of what will happen.
I go get everything checked out by other docs a few months (<6) before my FAA physical so there are no surprises. Been going to the same guy for the last 3 or 4, so he knows me. He is a pilot, I'd recommend getting an doc who is also a pilot.
Chris