The answer to your question varies significantly between countries.
From a global standpoint McKinsey is the leader in the energy sector and the player that invests the most (mainly through articles) to advance an understanding of sustainability and resource productivity issues. McK is followed by BCG and Bain which has tried to develop its presence in renewable energy.
The situation is slightly different in Europe and again, varies by country. In France for instance, BCG is the leader and is followed by McK and Bain. Nevertheless, differences between all 3 firms are negligible. As a matter of fact they have grown so much that all 3 firms have strong energy practices, and attract similar types of profiles and clients. If you really want to specialize in consulting in energy (from day 1), you might also consider some boutique firms specialized on certain energy topics such as renewable.
What European country are you considering? Maybe some folk here will be able to give you more insights on that specific geography:).
I hope this helps,