It is really your call. I have never been fully convinced of how strong the path from IB to C-suite is, but in many ways I think the opportunity is much more about you than what role you do out of business school. The opportunities outside of CFO roles appear much more open to consultants in my opinion, but then that in turn is because the ability to get into industry from those roles appears more prevalent.
Though as you well know, most hires are taken from summer's, so trying to make the shift is a big risk (and I do think the lay of the land is that MBB is more favorable than OW or Kearney). All the same, C-suite odds are slight no matter where you are. Better to follow your own heart if that is what you are going to make happen.