If your web site (domain) does not have your name in it, get the domain name, if it is still available. If it is not available anymore, look for derivatives like "YourNameConsulting.com" etc.
Include your name in the "Title" tag (HTML) of your personal web site's pages. Also use it in the HTML content as well, including header tags (H1..Hx) and normal paragraphs. Use your name in the anchor text of the links to your web site home page whenever possible, on your own site and on other web sites (LinkedIn, forums, social media web sites etc.).
Include a link to your personal web site whenever possible and appropriate, such as your profile page on other web sites.
If companies that you work/worked for mentioned your name on their own web site, make sure that they make the name to a link to your personal consulting web site. If they did not do that already, ask them to change this for you.
If your name is in the domain name itself, its easier to make sure that your name is in the anchor text of links to your web site, because people often use the URL to a site also as the anchor text of the link (especially, if a CMS converts URL's automatically to click-able links).