I rarely review rent-a-wall galleries, though I frequent a few. I think of them as a collective of artists pooling their money, time and energy to insure exhibition space. The convenience lies in guaranteed exposure and accessibility to potential viewers/buyers. Most of these galleries are rarely vetted, never seem to have a persistent theme and resemble scrambled mosaics. This is not to say that there aren't good works to be found in these spaces. Most simply rent the wall to anyone with the money to do so. It's a step up from a club, and lets you avoid finding spaces and negotiating to show your art.
A vanity show is similar, except you pay gallery a lot more for a solo show. These are usually a very good way to dump excess inventory, or for artists who work in spasms, with great bursts of output, and long periods of inactivity, which make it hard to satisfy normal gallerists. The domain of good (they have to be to afford this) but not great artists, often with strong decorative aspects. Probably the worst of these I ever saw was the Peter Max at The Morean Arts Center. It was like walking into a used car dealership. Painful to see the "show", which was weak and disgustingly commercial.
Art brokers cater to artists by finding unorthodox spaces (places where art is normally not shown) which they negotiate for, usually under the guise of providing free decoration, and potential customers, secure wall space, send out usually lame press releases, and take around 20 per cent from the sales. It is better than the 40% plus that galleries take, and another way of collectivizing - and avoiding the footwork it takes to secure a show and/or establish a relationship with a gallery. But the unorthodoxy of the space often results in low attendance. The convenience of this is significant, particularly well-suited to part-time artists and those in the netherworld between being hobbyists and transitioning up.
The very things these methods of showing free you from are extremely important things every artist should learn to do for themselves. Every artist should learn his local art landscape, the hierarchy of exhibition spaces and their character. Not to mention location and which venues their work fits into. All artists should know the relevant media in whatever area they exhibit, and how to write a proper press release. Postponing the acquisition of these skills limits your progress.