There is a time and a place for training, mentoring, consulting, and coaching. Each serves an important person. The order in which each best serves a client is important.
Training involves assessing needs based on objectives of an organization or profession. Next learning objectives are established, and content is developed. The training is the delivery of the content. It often includes learning activities and assessing or testing the learning. The trainer is the expert. 
Mentoring is the passing of wisdom and experience from the mentor to the mentee. It also often involves advice and helping with connections. The mentor is the expert.
A consultant is gages to assess and analyze the status quo and then give advice on what to do or change. A consultant commonly provides a report and plan of action. The consultant is the expert.
Coaching is, according to the International Coaching Federation, “partnering with clients in a thought-provoking and creative process that inspires them to maximize their personal and professional potential.” The client is the expert.
The descriptions of each make it clear that they are listed in order. Start with training, move to mentoring, then consulting. Coaching is last because it is advanced development for advanced results.
