"If the mountain can't go to Mohammad, let the mountain come to Mohammad." What do I mean by that familiar, old statement? This is when the gallery approaches you! Yes, this does happen and has for me many times. But before you say, 'yes,' make sure to check the gallery's references and business record. If they measure up and look like a good fit, this can be the best of all worlds. The gallery picked you. That means they are excited to show your work in their gallery -- and this can mean more sales.
The above suggestions are advice that I have compiled from my years as an artist and talking with galleries and fellow artists. We all have battle scars and war stories to tell, but I hope these ideas help keep your pain to a minimum. But, remember -- "If at first you don't succeed, try, try again," and "Don't be discouraged. It's often the last key in the bunch that opens the lock."