Bit of a necro post here and I don't have personal experience with the what the original poster asked, just wanted to say that our allies have been very helpful in allowing various documentaries and specials to be filmed about their own SOF units selection processes, and these videos are readily available on youtube (Australian SAS/NZ SAS, Royal Marines, US Army SF - specifically SFAS, US Navy SWCC and BUD/S). Now watching something DOES NOT equate to actually doing it (been there with CPAC), they do give you at least an idea what sort of fun things you might be in store for.