In short, you painstakingly build a network over time. Eventually you get to the point where good companies find you. There's no definitive way to do this and that's what makes running a successful consulting company difficult. In my experiences, all of the consultants that I know (including myself) who are going strong, sort of fell into consulting after working a long time in their industries. If you are young, I would suggest working for a company in your industry first and gain experience/contacts before setting out to be an independent consultant.
Marketing (ebooks, blogging, tweeting, open source).
Connecting people who can do nothing for you because you want to do a good thing (aka karma). (I wrote a post about 'being an informal recruiter': http://www.mooreds.com/wordpress/archives/1728 )
