Find a registrar you want to use as the base for your consolidation. Important things, I feel, are cost of transfer (if we're talking about gTLDs this is likely to be a one year renewal fee), their control panel and how much information it provides. It's essential to get a registrar that lists all of your names (hopefully with an export feature) allows you to unlock the domain and retrieve the authorisation code from your control panel, and also one that allows you to do bulk modifications of your names.
Check the terms and conditions of the registrar to make sure they do not charge you an 'admin fee' for transfers away.
As for the transfer process, list all names in an excel document with the following information:
Domain Name> Admin email> Registrar> Expiry date> Nameservers> Auth code> Status> Notes
Enter the details for all names into the above and then prioritise your transfer by the expiry date making sure you transfer any names that are soon to expire first. If no names are in danger of expiring you will probably be best transferring groups of names based on the registrar they are with - if some charge for transfers away take this into account with your budget.
Remember you'll be paying for a one year renewal at the time of transfer so again take this into your budget by transferring names soon to expire first instead of having to first renew them at the current registrar and then pay again once transferring.
I like to see a list of admin email addresses associated with the names so I know where transfer requests and approvals will be going and I can check the relevant inbox. Change the admin email for a domain prior to transfer if necessary.
Make sure all names are unlocked prior to transfer and make a note of the authorisation code for each name.
I also like to leave status notes of 'name unlocked', 'transfer initiated', 'transfer approved' etc. As well as this it's often helpful to leave other notes on a registrar basis such as login usernames and passwords. It saves a lot of time gathering this information at the start than having to search, and re-search, through archived emails during the transfer process.
Best of luck with it.