I can represent a rigid prohibition against lying using time-relative lexicographic preferences or hyperreals, e.g. "doing an act that I now (at t1) believe has too high a probability of being a lie has infinite and overriding disutility, but I can do this infallibly (defining the high disutility act to enable this), and after taking that into account I can then optimize for my own happiness or the welfare of others, etc."
All well and good for t1, but then I need a new utility function for the next moment, t2, that places infinite weight on lying at t2 (edit: where the t1 utility function did not). The indexical description of the utility function hides the fact that we need a different ranking of consequences for most every moment and situation. I can't have a stable "Kantian utility function" that values weightings over world-histories and is consistent over time.
There are also some problems with the definition of acts and epistemic procedures such that one can have 100% certainty that one is not violating the deontological rules (otherwise they override any other lesser consequences).
This was demonstrated, in a certain limited way, in Peterson (2009). See also Lowry & Peterson (2011).
The Peterson result provides an "asymmetry argument" in favor of consequentialism:
Another argument in favor of consequentialism has to do with the causes of different types of moral judgments: see Are Deontological Moral Judgments Rationalizations?
Update: see Carl's criticism.