Bear in mind that the list on the Vault site is US-based, so the niche consultancies won't be helpful if you're elsewhere in the world. The list is also a little out of date, but you may have to pay for access to the updated information.
You could also try http://www.managementconsultancy.co.uk/webdirectory/mctable which is UK-based. Again, you'll need to comb through for the strategy firms.
www.theblackbook.co.uk/offline/mtbb/top200table.pdf is another list, from Management Today this time. Again, a couple of years out of date but it lists some of the smaller UK firms if that's what you want to target.