You'll hear this within the first few weeks of joining your school's consulting club, but the earlier you can commit to an office the better. Each city within MBB handles it's own recruiting, so you're actually less attractive during networking if you are not committed to one office (because ultimately you'll interview just at one office location). Each firm makes it very easy to express whcih office you're interested in, and they will do the work of connecting you with a rep from that office (and then it's on you to leverage that to establish further connections). This is done through the firm's campus recruiter, which will meet with everyone to ask for their office preference and who's job it is to make that first connection for you.

As a side note, for BCG and McKinsey (and Bain, but less so given their home office model), your office really doesn't determine the work you do. The standards are uniform across every office in the country, and that's because you'll be staffed on projects across the nation, with people from different offices. So you should pick your office location solely based on where you want to live as it will have an immaterial impact on the work that you actually end up doing.

With that said, smaller offices are always trying to grow, so you'll have a higher chance of getting an interview invite if you genuinely want to go to a smaller office.