Agree with the above. Depending on what consulting you will be doing, a basic grey or blue suit will satisfy the times you need to meet with clients in a sales type environment. For delivery, most often slacks and shirts are the standard (business casual). Stock up on good shoes, slacks and well fitting shirts and you'll be on your way.
Add a few sportcoats and eventually a few more suits.
Do check with your firm to see what the standards are though.