What are the best consulting firms for Advanced Analytics / Data science work? In terms of opportunities, best clients, most cutting edge work

For having spent five years in this realm, I'm convinced there aren't any. Other than FB, Google, and Amazon.

Yeah no consulting really does it as good as the big tech companies. We can help smaller guys / big F500 companies bring their capabilities to a more mature level, but doesn't touch what FB/G/A are doing. we actually have some pretty strong analytics teams, lot of custom solution development using Python and other tools we build.

Can someone explain why palantir's product is a joke? Or why palantir doesn't fit the bill that the OP laid out? Genuinely curious.

1000 employees, 10 billion in revenue. Most of the recruiting happens from Stanford, caltech, MIT. Free breakfast, lunch, dinner. Can bring your dogs to work as well. Lots of other perks. The average employee at palantir makes more than most of you in consulting btw, while working half the time :)

Backing from NSA/CIA as well, so relative job security and immunity from market changes

Probably the smartest guy from undergrad I encountered went to Palantir, and I've heard nothing but great things about their product, until this post. Certainly am interested to hear well-informed dissent though.

Are they're consulting-type roles at palantir? Like I wouldn't be coding but I would understand it and help sell / identify opportunities to apply solutions?

No real product, more like throwing people on a problem. 20% turn over and they pay people below market rate. They work on hype like most tech companies.