Hi Nhu.  Thank you for your question.  Like any business relationship, you should be mainly concerned with their integrity, track record, knowledge of their domain, and in the case of headhunters (HH), the depth and breadth of their client relationships.  These items will give you a good idea about who you are working with and who will represent you to the client.   From your end, you should fully comminicate your career ambitions, expectations, and working / management style.  Remember that a good HH will represent you the way they see you, so always be professional and prepared to discuss your latest skills, competencies, achivements, and goals.