PearOne step at a time. Its great to have a strategy, but all strategies need to be flexible - in fact much of the work you will be engaged in at McKinsey or suchlike will be to model and 'hardwire' alternative strategies to enable businesses to change on a dime with a planned, well modelled and costed strategy to suit from the shelf. McKinsey -and Macquarrie for that matter - will question your commitment unless you can live and breath what they do: to be successful with McK you will need to convince them of your sincerity to become a McK analyst. My advice is therefore simply to focus on the first step in front of you, which is to align yourself in the next few years to your end goal - in this case get your role in McK; Bain do alot of PE work also (in fact their business model is such that the lion's share of their revenues are from PE) as to BCG so look to applying there also. Exude leadership and star quality.The alternative is to start applying to IB grad schemes - any will do, but something like capital markets would be good, or in fact any strat firm with a solid M&A practice. Deloitte are moving increasingly into M&A so apply there also.Don't hesitate - do it now and be committed!