Pros
Great opportunities - especially for those who come into the company via Campus program (heck,even the CEO came out of campus) Opportunity to work in a variety of industries Good Pay and Great Benefits - 3 weeks vacation MINIMUM!! VC, Profit Sharing. All travel costs covered by company and you get to keep your miles and hotel awards (many consulting firms let the company accrue these)
Cons
100% travel - you may be on the beach sometimes, but when you are not you are on the road Political Company - you have to really network to do well at Cap - partially because people are on various projects and not in an office, you have to work to make sure people know who you are. Work/Life Balance can be tough - type A, bright employees work a lot of hours.