How do you bind a console command to a key?

There is no way to bind console commands to keys. If your keyboard has dedicated macro buttons (like the Microsoft Sidewinder) you could easily record the keypresses necessary to make a console macro.

There may also be some software available that turns "unused" keys (like the numpad perhaps) into macros, but I'm unaware of any.

Edit: this mod allows users to define macros via CTRL+1 and so on. There is no support for console commands yet, but I've requested that feature be added (and it seems fairly easy to implement).