This page has moved to my new website.
Most training programs in Statistics do a good job in emphasizing the various tools that you will need, but it is much harder to teach the nonstatistical aspects of statistical consulting.
There is a Statistical Consulting Section in the American Statistical Association and they maintain a nice web site at www.amstat.org/sections/cnsl.
Many Universities offer a Statistical Consulting Center. The University of Iowa's site is a good model. Graduate students in Statistics consult under the guidance of a Statistics faculty member with graduate students in other areas who need help with the statistical aspects of their thesis or dissertation work. It's great experience for the Statistics students and provides a valuable service to the other programs at the University.
Here are some books on Statistical Consulting. I have not read any of these, except for Boen and Zahn.
There is a listserv, stat-l, and a newsgroup, sci.stat.consult, that offer a forum for discussing consulting issues. The listserv and the newsgroup used to be linked, but now they function pretty much independently. More information about stat-l is available on my web pages under question 1 and question 4 of the stat-l/sci.stat.consult FAQ.