I am in four consignment shops ~ San Francisco Bay Area, New York City, Chicago and my hometown of Denver. I guess I've been extremely lucky because all of my shop owners are awesome and we have great working relationships. I have been working with three of them for over a year now.
My advice? Take a chance and start out slow. Get a feel for each other ~ and each shop owner works differently. Once you feel comfortable that it will work, add a bit more product. If you don't feel comfortable, don't commit and move on.
Don't know if that helps, and like I said, I may be the exception to the rule, but I love doing consignment. :)
Good luck!