Pros
There are some very good things about working at MS -You will be able to put very good topics on your resume. You may have no clue how to do them, but future employers will want to see that you were "exposed" to them and it will help. -The people you will work with will be diverse and some of them will be cool. You will have a lot of fun commiserating with them. - When you travel (this is very rare for most of the American employees) you will be making very good money.
Cons
-Very long hours (often for no reason) -Pay that is embarrassingly low -Overrated "career advancement" opportunities. 99% of employees will quit long before they can benefit from the built-in trajectory. -You will often find yourself working with colleagues that are essentially making 3x as much as you by virtue of their living in free fancy downtown apartments, free flights, and a very generous per-diem. This is all because they happen to be from Spain and not from the States.