People sometimes ask if a website is really necessary. While I know several consultants who have been successful without any professional marketing activities beyond a business card, I still recommend a simple website for anyone who is serious about consulting.
A website is critical for establishing two things: relevance and credibility. Relevance means you provide the services that the client needs. Credibility means that you are a person who can be trusted to do a good job. Many economic buyers (and referral sources) would prefer to establish relevance and credibility before initiating a conversation with a prospective consultant. If you don't have a website, you are limiting the ways that a potential buyer can learn about you.
Many successful consultants don't have a website–but given how easy and inexpensive it is to establish a web presence (website, blog, etc), it seems like an obvious marketing tactic.