cournot competition with strategic consumers
Studying a situation where consumers and producers interact to set price is precisely the study of bargaining. Any game theory text you pick up will almost certainly cover bargaining. The text I learned from, which I enjoyed thoroughly was Osborne's an introduction to Game Theory. 

A first example of a bargaining game would be Rubinstein's game of alternating offers

I don't think adding consumer strategic behaviour to Cournot directly would be particularly more enlightening than studying bargaining separately, since Cournot already abstracts from the price setting mechanism.