The spectrum of experiences at BCG is extremely wide. You can have an amazing time or be completely miserable. Your experience depend on your managers, the client, the type of cases, the system / office you sit in, your relationship with the staffer, etc.
Workload: I'd say the intensity and the quantity of workload is a big con. It's hard to maintain a personal life when you are staffed, esp when you are traveling. BCG tries to make it better by implementing a program called predictable time off, but when a team has to explicitly establish that it's NOT okay to work until midnight on Fridays, something's wrong.
Type of cases: BCG does just as much strategy work as McK and Bain, but the trend in cases is going towards big implementation or transformation cases, which many times include org redesign or "delayering" (ie mass layoffs), and that kind of work can be unfulfilling, repetitive, but incredibly high-burn - you work 80-90 hours a week making sure that the people who are on the fire list is actually fired and so you can count them as "synergies". These are also the cases that don't get publicized during recruiting.
Danger of being pigeon-holed. What this means is that you do a 6-month case on XYZ, you hate it but it goes OK. Then another XYZ-like case comes along, your chances of being pulled on it is higher especially as you are now an "expert".
Travel: ultimately consulting is a travel-intense profession, and that does wear on you after a while.