I can vouch for this. I never worked for any of the big 4, but worked with them on many occasions, when I was a consultant with a much smaller firm (<50 employees when I started, >200 when I left).
Consulting really is a great way to learn the ins and outs of business while earning a good salary and getting to travel. Combine it with writing lots of code and its a fantastic real-world education for a multitude of endeavors.
Sometimes I wish the world had forced me to go and do other things in between my undergrad and my PhD. Once you're on an academic career track it's hard to take a few years off to do something else.
I hated school by the time I had my undergraduate CS degree. I took two years in industry, realized I hated it far more than I could have ever imagined, now I am very happy in a PhD program. You need to work to get the perspective (and also to find the useful problems to solve).
Consulting really is a great way to learn the ins and outs of business while earning a good salary and getting to travel. Combine it with writing lots of code and its a fantastic real-world education for a multitude of endeavors.