Pros
BCG is an amazing place to work if you want to learn a lot about industry best practices, how to think in a more structured way, and how to effectively solve problems. You will work hard and get rare and unique opportunities that many people don't get until much later in their career.
Cons
Between the last minute travel and the luck required to find "good" projects, there are a few AFDs (areas for development). While the hours can be grueling, it's not uncommon to be told the night before that you're travelling somewhere for a project starting the next morning. This can make planning your personal life a bit difficult. Finding "good" projects is highly dependent on finding people you work well with (from a personality perspective), which is a combination of luck and finding those with whom you have clear commonalities. For those that come from socio-economic backgrounds different from more senior members, this can be particularly difficult.