I'll add my personal opinion here, you may take it with a grain of salt though:
for me personally, it was ESSENTIAL to have a 3-5 sessions with a coach here in order to get an offer and proceed to next rounds with several consulting firms!
Before that, I had done a lot of preparation with other candidates here on preplounge, and I did not see any significant progress. The reason is that the vast majority of the candidates out there are ill-prepared (despite having done a ton of mock cases with other candidates), therefore the feedback you will receive from them is gonna be useless, and even detrimental if you try to internalize it and therefore develop wrong ''habits''. Plus, they've obviously never been interviewing people in a top consulting firm, therefore they can't exactly know the criteria for passing the interview.
The most crucial wrong ''habit'' is using those ''frameworks'' presented on preplounge as well as several casebooks and other sources for particular business situations (M&A, product launch, market entry etc.) instead of showing the interviewer how you think about this particular problem by using a few critical first principles and demonstrating the rigor in your thinking. I understood this ONLY after having my first session with Sidi, therefore I would recommend him to play it safe (without the intention to do marketing at this point ;) ). Simply look at his profile and Q&A contributions, and you'll know exactly what I mean.
You can also pick another coach/ex-consultant to prep, but please be careful who you choose, there are lots of people who sell themselves as coaches but are simply a waste of your money and time. A good filter to find this out is looking for answers in the preplounge-Q&A to questions regarding how to structure particular prompts, the description in their preplounge-profiles, how many years they've been in consulting, whether they've been in the recruiting team of their firm etc. Also, my recommendation would be to stay away from video sources like ''Pass The Case'', ''CraftingCases'', ''MConsultingPrep'', ''CaseCoach'', ''Consulting Confidant Case Prep'' etc., the structuring skills demonstrated there are EXTREMELY poor to non-existent and those are simply crap...
That said, those case prep sources floating around are responsible for whole generations of ill-prepared candidates. A lot of those, sadly, have made it into consulting nevertheless, simply because (at least based on my personal suspicion) a consulting firm needs people in order to meet a certain growth rate, and therefore has to make compromises in form of hiring candidates in spite of not seeing the rigor they ideally want to see in their thinking. What also might happen is that those people are even allowed to interview other candidates, which creates a vicious circle.
Even worse, what I've personally experienced is that even some interviewers in consulting have sadly embraced the methodologies presented in casebooks and other sources, and consequently expect them from the candidates (as most probably that's how they themselves think about problems in their lives as consultants as well). This is especially the case in emerging markets: I had two interviews with a Tier2-firm in the Middle East, both interviewers were leading the case to a direction which strongly resembled pre-fabricated ''frameworks'' presented in casebooks like Victor Cheng's, Case In Point and preplounge, which seemed pretty random to me personally. The feedback I got was that I was ''too generic'', and the second interviewer even said that she liked my structure at the beginning (despite the fact that I was actually forced and prompted by her to use those b***shit frameworks presented in the aforementioned sources to initially structure the problem)... Speaking of emerging markets, I have heard of a lot of people who got into MBB offices in South/East Europe by reading Cheng's and Consentino's casebooks only (without having done one mock interview or coaching session), which again shows a desperate need for growth as well as the lack of rigor in their interviewers' thinking in those particular offices.
Long story short: it might be possible to get into a major consulting firm without professional coaching/doing mock interviews with consultants. For sure, though, doing this will save you a LOT of time (which you would spend in doing mock interviews with random candidates otherwise) and will significantly reduce the risk of being rejected.
Again, you should take EVERYTHING I write with a grain of salt, maybe I'm simply not smart enough by myself and therefore a coach on my side was necessary (I typically need more time to understand things than others, despite my relatively impressive background). There might be people out there who are naturally talented in properly structuring problems (in the way Sidi explains that), but personally for me it would be IMPOSSIBLE to find out about AND internalize those first principles without professional coaching.
What I can say for sure is that without this coach I would most probably either have given up or be incredibly uncertain about how to be a good consultant without relying solely on my (largely non-existent) skills of selling myself and b**shitting a random solution despite having no idea of what's going on...