So this process has changed a lot since I last did it and it's painful. So I'm going to help you out with what I did to combat a few errors.
First and foremost, if you have El Capitan installed - DO NOT USED BOOTCAMP TO INSTALL WINDOWS!
- Time Machine backup of your current OS X install just in case
- EFI of Ubuntu 14.04 or any other version of linux that comes with a live version / has `gparted`
- EFI of Windows - I used windows 10 because you can download a windows iso for free from microsoft
I was using bootcamp and I'd run into this error that the boot partition was NTFS (which it wasn't) and needed to be FAT32, then it was that I had a MBR (master boot record) and I needed to be running GPT, this happened for an entire day!
- Use Disk Utility to resize your OS X install so that you can make room for windows (leave the windows space empty)
- Reboot and hold the `option` key when you here the mac booting sound. Insert the Ubuntu EFI USB and boot into live.
- Make sure you're using GPT, then protect your hybrid MBR. Follow this generous answer from stack overflow by Rob Smith.
- Reboot and hold the `option` key again when you hear the sound. This time insert the Windows EFI USB. When it comes time to pick an install option, choose "Advanced". You may need to `delete` the space you set aside for Windows but then select the empty space and click next. IF YOU HAVE PROBLEMS HERE THEN REDO STEP 3. Also, you may need to do step 2 but run `gparted` and delete everything, then reboot into mac recovery mode (CMD + R at the boot sound) and install from your time machine. Then do everything again :(
This was a pain for me and I'm sure there's a better way to go about it. Please let me know if you figure out the shorter way!