My understanding is that the large cardinals are indeed linearly ordered, which is a remarkable fact. Of course, it is not a theorem (nor could it ever be?), but merely an empirical fact; still, there is no known explanation for this completely surprising coincidence.
On the other hand, there are sentences $\sigma$ such that $T+\sigma>T$ and $T+\neg\sigma>T$. These are called Orey sentences"Double jump sentences" and though they are rare, a number of them exist. Thus, $\le_{cons}$ is not linear, though the counterexamples are quite contrived (none of the known ones would be called "natural" by a mathematician).
Orey sentences are sometimes also called "Double jump sentences" and youYou can read more about themDouble jump sentences (and find references) here:
http://plato.stanford.edu/entries/independence-large-cardinals/#IntHie
I hope this answers your question to your satisfaction!