I'm in a similar situation to you, and haven't yet acted. However, my understanding of the situation I'm in is:
One of my pensions is a 'final salary' pension. It's also been under-funded, but I'm leaving it exactly as it is because if I make any changes to it, I can't ever go back to it.
Lots of my other pensions have been bought and sold over the years. A lot of them have ended up in Aviva, and so I think the best thing to do is to consolidate all of them into one of them. All of these pensions are 'self-select', in so much as I can change which of their funds the money is invested into. As such, I could go as far as to consolidate them all into one "account", but invest in the exact same funds as they are now (although this doesn't look terribly sensible in a couple of cases).
After that, I'm left with a couple at different providers, including two SIPPs. I plan to consolidate the two SIPPs into one, but leave the others where they are.
As mentioned elsewhere - find a way to keep track of all your pensions and providers. I've ended up with a spreadsheet which tells me the year-on-year gain of each of them, as well as noting the account details, provider name etc. I also tend to keep paper/PDF documentation too.
Lastly, I personally could not advise putting all your pensions into just one provider or account. My father was advised to do this, and was (he alleged) scammed out of most of his 'pot' by a fund manager who basically transferred the money into his own personal account (and subsequently killed himself). The case was never proven, but my goodness it was complicated - and of course, my father ended up with a lot less pension than he'd earned in his life as a result. I'm not suggesting the likes of Aviva, Zurich or whomever are prone to this sort of thing, but you never know what'll happen - and proving anything is incredibly hard. It's better not to be in that position in the first place.