It depends on where you are and who you are dealing with. Always read online reviews before stepping into consultant's office. In most cases, if there is no online information available then that's the first sign that tells you to avoid such company at any cost.
I lived in the US when my case was handled by Campbell Cohen's Law Firm that is based out of Canada. I did my thorough due diligence before even calling them and I am happy to report that my overall experience with them was fantastic. They were very honest throughout the processing of my case and sent me regular updates. They never made any false promises, always told me what was possible and if there was anything that wouldn't work, I was told about it upfront. They also had specific case managers assigned to handle every single stage of my PR application processing which worked out pretty well. I have recommended them to many of my friends and they all are happy with their experience so far.
That said, a lot of people fall for false promises that many small shop consultants make such as guaranteed PR, guaranteed job, etc. As a rule of thumb, if any consultant takes guarantee that they'll get you a job or PR, they are fraud. NEVER go with such consultants.
I am not sure which country you are from but if you are from India then I have heard that Y-AXIS is also a good consultancy firm. I have had a few friends who have done their Australian PR processing through them and they all seemed pretty happy with the experience. But I cannot take any guarantee for them as I haven't had any personal experience dealing with them.
Hope this helps! Good luck!