The candidates I remember are always the ones I could have good conversations with - not the ones with impressive experiences or who tried to "put on a show". You have the opportunity to leave feedback on any recruits after, and have done so on 1 or 2 occassions - but this doesn't guarantee an interview unless it comes from a Principal/Partner
1) Try find someone you might have something in common with - might be difficult as you may not get bios in advance but a shared interest, passion, or background can be a bighelp in establishing a strong relationship
2) Don't focus on your grades, work experience or leadership during conversation - unless asked
3) If possible, try speak to more senior people - a referral from a partner counts much more than one from an associate
4) ask questions about them and their experiences in consulting / at their firm, not about the firm itself- people would much rather talk about themselves than details about their employer -- for example, you could ask about their experience if they ever did a transfer or long haul project, but don't ask about industries where the firm is growing the fastest.
Finally, a big part of these events if for you to actually learn more about the firms! Try get a real feel for the different firms and the people, and which ones you like best. This will serve two purposes: firstly, it will give you something good to say during the interviews to the "why McK/BCG/Bain?" question. Secondly, if you end up being in the fortunate position of receiving multiple offers, it will help you make a decision based on where is the best fit for you!
Good luck and don't stress!