I've rented a warehouse the past three winters in a row without much issue.
The space we have now is going to remain a year-round rental spot which I am pretty stoked on.
1) find a place that isn't in great shape or that couldn't be otherwise rented to a more "normal" tenant. If you're in New England, an old mill building is the perfect scenario.
2) be very upfront with the landlords about what you intend to do, and offer to pay first/last/security up front as well as sign a lease.
3) limit the number of key-holders to around 10 or fewer and make sure they are all trustworthy/not fuck-ups.
4) establish some rules for the space and enforce them.
5) just use common sense and be very respectful, professional and courteous when looking for spaces--show up to viewings on time, not dressed like a slob...treat it like a job interview...you know, normal adult shit.