Why consulting?

Look at the interviewer sternly and say "Have you ever read Atlas Shrugged? If you hire me, I can guarantee nothing like that will ever happen in this country."

Cash, Rules, Everything, Around, Me
C.R.E.A.M.
Get the money
Dollar, dollar bill y'all

I'd talk about the opportunity to work on a variety of dynamic projects with the best and brightest. As for why M/B/B just go to the website and basically repeat whatever they say about their culture/values.

I joined MBB over banking because
- it looks far better on a resume, exit opportunities are as good or superior
- it is more interesting and less menial
- I wanted to "unlock my potential"

Because doing the same thing every day, working with the same people, doing the same types of projects, etc. for the next two years would bore me to death.

I don't just like change, I need change to keep me stimulated.

"We are lawyers! We sue people! Occasionally, we get aggressive and garnish wages, but WE DO NOT ABDUCT!" -Boston Legal-

I'm not sure about consulting looking "far better on a resume" by any means, or that the exit opportunities are at all superior, but consulting teaches you how to think about and come up with solutions for complex business problems. If the interviewer is asking you specifically about why consulting over banking, you could talk about how you want a more broad experience than just finance.