Both are fine. The second version is slightly more formal.

Both sentences are correct. However, the meanings are somewhat different. Only the first sentence contains the word "ever" (alguna vez). So -- at least in the absence of any contrary context -- the first question includes any time in the questionee's entire life. The second question, lacking the word "ever," asks about the questionee's recent past. In addition, "thought of" may just be a brief, passing thought. "Consider" suggests some serious and careful thought. "Thought about" would be more or less the same as "consider."