Congrats on your achievements! It's a problem that most people (including me) would love to have !
Anyway, all 3 schools place equally well in mgtmt consulting. They have equally prestigious programs and you can't go wrong with any of the three. However, you ought to consider where you eventually would want to end up post-MBA and the lifestyle you want to lead post-MBA. With no financial support from Kellogg, you would be mired in debt post-MBA and less so if you were to opt for either Duke or Darden. Of course, Darden is known for having one of the most rigorous MBA programs in the country with the amount of preparation required to succeed in its case method-only classes. Are you prepared/able to put in the effort required? While I have no doubts in your ability to succeed, you should also bear this in mind as you make your final decision on which school to go for. Ultimately, you have to be happy with your own choice. Since most of us are going to b-school only once in our lifetime, you definitely should go for one which you think will best meet for what you are looking for in a b-school. One way is to re-read your app essays. I am sure when you first applied to those schools, there were some that appealed more to you. And if you go with that option (i.e. your top choice program), you will have a fulfilling time in the program and find passion and success in what you do.
I may be wrong but I get the sense that you like Kellogg more than the other two, which have complicated matters with their generosity !
Yes, staring down at a six-figure debt is definitely not the most pleasant parting gift at the end of your b-school career, but you shld also put things in perspective and take a longer term view and your earning potential in 10 or 20 years' time. That amount may no longer matter that much, if you are soaring high and sailing fast in your career !