I have had this written piece from Edward Winkleman's blog saved on my desktop for a while now and thought I would post it here. It is gallery related after all.
I agree with most of it, but with all due respect each gallery and photographer are different and I just don't think you can even advise individuals on such big things. Also, again with respect, the never, never, never approach to walking into a gallery, without an appointment with your work under your arm, is in fact how I got my first gallery.

I do believe the biggest problem facing any photographer/artist are that galleries simply do not advertise what they want. As a matter of fact, neither do Agents or any other photographer/artist based representation. So how can you blame a photographer/ Artist for trying just about every gallery they can find. Its just not straight forward.. Lets face it, there are no set rules in this daft business. Photographers have next to no rights, get paid editorial day rates that are the same as they where ten years ago, are always asked to do things on the cheap, takes months to get paid (if at all) and as for the outlay photographers are expected to put out.... I could go on all night but I have a rather nice plate of beans in front of me. Maybe I will write more later when I am full of comedy gases..

I should point out that my Galleries and Agents kick ass and I feel very privileged to be in such a position.
I not only rock, I also rule...

1. Do some honest and serious thinking about where your artwork belongs in the art market. You'd be amazed at how many emerging artists think the big galleries that only work with proven sellers would be a good fit for them. Many of those galleries have no interest in developing unknown talent. Approaching them is a waste of your time if you're not already somewhat well known. Beyond that, know exactly where your work falls within the dialog. If you're not making bleeding edge work, then don't approach the galleries known for breaking all the rules. Understand what your potential market is like and find the galleries that target that market. This takes work and research but will pay off your entire career.
2. Do some serious research to find the program that best fits your artwork within that market. Generally there will be more than one gallery targeting your personal market. One very impressive artist I know spent months visiting galleries after moving to New York looking for this very fit, and gradually narrowed down the programs she felt were inline with her artwork. She chose the right one and has a gallery now. Again: work and research.
3. Don't make mistakes that will discourage you. You'll encounter enough of that without bringing it on yourself. For example, we had an artist come in with his CD the other day, asking us to look at it, assuring us he was the best artist out there. We asked him, as we always do at that point, if he was familiar with our program. He said "No." We took the CD anyway, just because he insisted, but the work was nothing at all like the art we show. Even if it had been, we already didn't like him (because he didn't take the time to get to know us before asking us to consider him). He wasted his time and money, and our time. More than that he consumed a chunk of our goodwill toward other artists (experience that enough times and you begin to shut down toward the cold call approach). I know another Chelsea gallerist who (at one time) would insist an artist come and view at least three exhibitions in the space before even approaching the subject of considering the artist's own work. It might sound cruel or off-putting, but it's actually very solid advice.
4. Work toward a short list. And Be Very Honest with yourself. There's no point in doing this if you're not honest about it...if I had a dollar for every artist who told me they thought they belonged in the hottest gallery out there (when they clearly didn't), I'd buy you all a drink (and I mean you ALL). Once you have a short list of galleries that are a good match strike up a conversation with those galleries. You may not gain initial access to the dealers, but in some galleries you can. In these conversation, be generous and insightful. Demonstrate that you understand what the gallery is doing and that you like it. Do all of this before you broach the subject of your own work. Consider doing it and leaving it at that for a while. Seriously (this goes back to being generous...let that be the impression you leave). You're looking for a short cut through the defenses the gallery puts up to screen out artists who don't understand the gallery's program. Demonstrate that you do. That might mean offering an insightful comment about the current exhibition or asking about an artist in the program you like. As I've noted before, if you can't honestly say something positive about the current show or other artists in the gallery, this is most definitely NOT the gallery for you.
5. Once you have an "in," so to speak, then let the gallery know you're interested in having them consider your work. Again, don't expect this to happen all in one day. It can, but if you don't read the signs on a day the gallerist is too busy or recovering from a hangover or whatever, all your work up to this point might be for nothing. I'd recommend following up a good impression later with an email, noting that you enjoyed the conversation (remind them of something you noted about the program to jog their memory) and that you'd be interested in their opinion about your work. Send them a few jpgs and/or point to your website. The key at this point is to tie it all together: 1) demonstrate that you understand the gallery program; 2) make clear that you enjoyed the dialog; and 3) THEN suggest that your work seems like a good match to you.

Now this is not a surefire approach by no means (nothing is), but I've seen it work better than any other approach. What you don't want to do is attempt to take shortcuts like blanketing all of Chelsea with your CD (I actually once received a cold call package with our address on the envelope, but a competing gallery's address on the cover letter...not an impressive introduction). Oh, and finally...never, never, never, never, never...walk into a gallery with your actual artwork in tow. Let me repeat that: NEVER. Regardless of how convinced you are that if the dealer could only see it in person, they'd immediately offer you representation, this approach smacks of desperation and actually suggests you don't value your own art all that much (otherwise why would you trudge it around to expose it to complete strangers, let alone the elements). Believe me, dealers do not respect this approach. Don't do it.

I can never tell if this particular topic is more discouraging than helpful (I've discussed it in lectures and usually it seems to deflate folks more than anything). I don't mean it to be discouraging...I'm seriously offering the best advice I know to give here. I seriously hope it helps.