cali girl !!!
First off I would say go for sql rather than BA.. My opinion.. In the field of BA you have a lot of American ppl working , whereas in sql you won't find as much that reduces your chances of competition.

As for the consultancy it does not matter if you do it in NJ or Alaska... Remember they are all there to make money you have to find something or someone that treats you fair. as far as mukurdhom said going for OPt and intern it does not matter.. if you start small by the time you end up where you want it will take a lot of time.. if going through consultancy it does not matter no matter where you go from they all say you are an expert in the field and market you so its upto you to decide if you want a bigger bang for the buck...

Try dice.com and carrierbuilder I found these sites to be very helpful for IT ppl ..

Good luck