I know a few people who have done it and I very nearly did myself. It all depends on what exactly you are doing for the client, your level of seniority and whether it will damage the consultancy's relationship. For example, an Accenture analyst is highly replaceable, but if you have key contacts and bring in revenue, they might be less amenable to the change.The best approach from my point of view is when both sides agree and I've seen this be successful twice, both with senior people. I believe that a payment was made from client to consultancy, but not entirely sure. If you leave without saying where you're going, you'll be recorded as a "bad leaver" and this could burn your bridges in future - just a thought.So, my recommendation would be to check your Ts and Cs and then discuss with a "safe" person within the organisation. A company can take you to the cleaners if they want, but in general, it's not worth their time or money unless you are a critical person (and with all due respect, not many of us are).Hope this helps.