Start advertising yourself as a consultant, get some business cards, go to conferences, reach out to people you've worked with in the past, network! If all else fails, there are always craigslist gigs.

I would avoid consulting firms, as in my experience employees of consulting firms generally get the shaft. Especially if you're new to the game and don't realize that clients are paying the firm 250$/hr for your time while they turn around and pay you 40$/hr. You are much better off as a freelancer if you want to get a decent hourly rate.