Honestly folks, if you're worried about "up or out" at this stage, before you get an offer from consulting, then you probably don't have the "it" to get into consulting in the first place.
I point this out because most people have more potential than they think. Set a goal and go get it.
From the consultants I have been acquainted w/ at the top firms, even if they leave, they usually speak very favorablly of their experience at these firms.