HF Research vs. MBB Consulting --> PE/HF

Hi, new to WSO here. I'm evaluating a jump to either to a HF research position (for a low-profile but sizable AUM HF) or a Pre-MBA consulting position (think MBB or 2nd tiers like Parthenon, OW FS, Booz, etc). I eventually would like to do PE/HF, with a preference at the moment for PE (including LBO, VC or growth equity). My question is what are the exit opps from these 2 paths to PE? to HF? If I ultimately want to go into PE, which choice is better (with regards to working with HHs, overall skillsets developed, etc)? Appreciate any input.