Here are some tips:
1) Leverage your own network - find friends or friends of friends who can practice cases with you or make you a reference. This definitely the most efficient way
2) If you are an MBA graduate - talk to your section mates and ask for a reference or a mock interview - they will be happy to help. Make sure you attend all the consulting events.
3) Attend company events. Consulting companies do a lot of events both for graduates and experienced hires. Subscribe to newsletters, web groups, etc., and stay tuned. While some of the events will be open to everyone, others will require a resume and a cover letter, so make sure to prep.
Talk to people at the events and send Thank You notes:
- Have in mind interesting questions to ask. Skip the boring / negative ones are career growth or work hours. Ask the smart questions about different industries and the future of the consulting
- Do a lot of networking after the event during Q&A sessions
- If you want to keep in touch - send a thank you note after the event (e-mail if they left it or linkedin):
- "I just wanted to thank you for visiting our University...
- It was especially interesting to hear about...
- Would be happy to keep in touch and apply in the nearest future.
4) Approach people on LinkedIn asking for an advice. All people like giving an advice. So don't hesitate to find the people with similar backgrounds / lifepaths / schools and ask consultants for a career advice. Tell your story and ask how consulting fits into it.
5) Mock interview Depending on where you are in your prep process you may ask a consultant for a mock interview. The main problem is a lack of time on their side. So don't be afraid to remind about yourself if the consultant has already committed but finds it hard to find the time