No. I am too young to know any McKinsey consultants personally. (As a rule they hold MBAs and I am only an undergraduate.) Although, many of my friends from back home seem to be eying the prize.
I am peripherally familiar because my father has done business with them and has told me a little about it. I do not know enough to evaluate the quality of their work (that hardly matters anyway). I can only speak to the ridiculous magnitude of their compensation.
http://paulgraham.com/gh.html
Your choice.