Congrats on your admits!! Two great programs. MBB consulting tends to recruit very office-focused, so for example, if you are interested in Bain SF, you have to network with those in that office, and networking with Bain NYC will not help you. That being said, I would suggest taking a look at some of the post-employment reports to see how many MBB offers are coming out of each program. My hunch is that Columbia might have some more, but that's not to say Anderson doesn't have a lot of opportunities either, especially for the West Coast offices.
That being said, I am in a different East Coast business school program now, and we do send a good number of people to the West Coast MBB offices. Do you have a industry interest? For example, West Coast will likely be more Tech or Media & Entertainment clients, but if you were interested in Financial Services, NYC/East Coast would be a better spot long-term career wise, even if you stay in consulting.
I think your choice also depends on how important scholarship/money is to you - especially if you are domestic vs. international, as the current job market is pretty tough and it might be harder to land a job in the US in general if you are international, as some companies aren't sponsoring or simply aren't hiring. If you have the savings and want to be in NYC for 2 years, then it might make sense to pick CBS. If you want to be on the West Coast long term and maybe have interest in Tech and have to take out a lot of loans, maybe Anderson would make more sense.
Last thing, but I believe CBS gives out both need and merit based aid that comes out later in the year (around Feb?). So maybe you will end up receiving some money. Not sure if that already came out. Can't really go wrong with either, so congrats again!