SHOULD is still a strong word. I don't mean to say nasty things to a consultant. But consultant work isn't for every single developer. In fact, I don't like working with contractors. I want to work with the team that works for my company. I don't want to go outside and speak someone who doesn't understand our company's culture and how we work. Besides, consultant work DEPENDS on the market. You are tied to the market. Your value is depending on the market, not YOU as an individual. If your skill is no longer special because there are tons of people doing the same thing, your value will be lowered. It is a lot secure to work for a company. As a consultant, you need to either find a client yourself because you are starting, or you need to work your ass off just to make enough. I don't know about you, but most of us here can't make enough these days. consultant is freelancer, if you really think about it.

Moreover, I choose a job based on the role and the culture there. I can expect $80k ~ $100k on average for a software engineer nowadays in the city. I can keep myself comfortable with one single task, not multiple task.