Sorry to come into the conversation so late, but here are a few suggestions (based on my experience of working as a consultant in the Energy & Utilities sector for nine years - so some of the names may have changed . . .):
Engineering-bias: Power Planning Associates, Mouchel, Scott Wilson, PB Power,
Regulation/Economics-bias: London/Frontier Economics, Caminus, Oxera, Ilex Energy Consulting, Cornwall Consulting, Adam Smith Institute, etc.
Information/Benchmarking: Datamonitor, Experian, JD Power,
'Big-Firms': KPMG, D&T, Accenture, IBM Consulting, PA Consulting, RSM Robson Rhodes, AD Little, AT Kearney, McKinsey, Booz Allen, etc.
Hope this is helpful. Good luck!
FYI, after ten years as a consultant, I am just about to return to industry as MD of a small electricity and water utility in the Caribbean . . .