Math/Stats Major Consulting or Data Science?

Hi guys,
I am planning to double major in stats and applied math.
I am considering getting into management consulting like bain, mckinsey, BCG…etc after undergraduate…and possibly getting my MBA down the line if I choose this path
OR
Become a data scientist after undergraduate
OR
Get my masters in Statistics after undergraduate and continue the data science path after I graduate
OR
Get my PhD in Statistics and continue the data science path after I graduate

Which has the best as fars as:

  1. initial pay & longterm pay
  2. long term career growth/ opportunity?
  3. lifestyle/ work hours per week