It is a very important choice, as it will lead you in one industry instead of the other.
It really depends on what you will be doing. You probably couldn't find out until you start working.
It really depends on what you want. Agree with the comment from downstairs.
It really depends on who you will be working with.
General Idea:
1. Financial industry is better than medical device industry in general.
2. Technically, entry level, C++ is better than C# or java in general.
Bear it in mind:
Consulting jobs are different from job to job, some mainly offer lip services, some are very demanding.