You should be competitive at Kellogg and GSB if you present yourself well, Kellogg's essays probably give you a better chance to do that. McCombs should be a lock as long as you put a little effort in you application.
Your goals make a lot of sense, and I think that it will actually be a pretty big positive since the smaller consulting firms go to the big schools but they arent sought after like McK/Bain/BCG. They will know you will be able to easily reach that goal and it does make sense with your long term career goal which is a good thing.
You have 4 years experience so I think you should forget talking about any internships you had unless one had something extremely unique about it. Your GPA and GMAT are good enough for the top schools, and will be a plus at your safeties. You have experience that schools will like and enough EC's so that section wont look blank. Overall you stand a solid chance at your top 2, though its harder to tell this year with the increase in applications over the last few years.
Your list is a good one since it seems location is a big factor. One thing to remember is that most schols are very flexible about what you can take.. The only required classes are going to be the traditional business ones. Even places like GSB with no real core require you to take classes in certain areas, you just have more options. So you will be able to complete a finance major but take many other classes, at Kellogg it is common to have 3 majors.
Kellogg Class of 2010...still active and willing to help. However, I do not do profile reviews, don't offer predictions on chances and am far to busy to review essays, so save the energy of writing me a PM seeking help for these. If I don't respond to a PM that is not one of the previously mentioned trash can destined messages, please don't take it personally I get so many messages I have a hard to responding to most. The more interesting, compelling, or humorous you message the more likely I am to respond.