Roland Berger- the best Strat Consulting in the world! European approach is much, much deeper than the US one. Those guys are smart!! (I am American, so I´m being really honest).
BCG- Really good, academic-like ideas.
Bain- Excellent mix of Strat and Operational work.
I bet you were thinking of McKinsey... I was there for 3 years, and, although I learned a lot and worked with very interesting people, I think that the firm is to square, in the sense that they only whant a specific type of people, everything has to be McKinsey way or it is not good enough.
Don´t get me wrong, it´s an incredible company in many ways but, if I was to start a consulting career (I left to Industry 2 years ago)I would really go for a European company, and the best of the best is Roland Berger!!!