Actually, there's a trick to working with the Joker. Be a Yes man, be good at what you do. Agree to everything the Joker does. In fact, if you read alot of his comics, there's a large chance you see a large black guy amongst his crew. Funny part is that there's like...two of them in Jokers crew, and they've both survived.
there's a few others too that survive alot, just don't bumble around, be good at your job, and never fumble at anything silly, and Joker will be great to you.
In fact, you got to be a Yes-man for all except Penguin and Riddler. Penguin will glare at you but as long as you don't make fun of him or really screw the pooch, then he leaves you be. Riddler has the most fun, honestly, and working for him is mostly dealing with building his abstract devices, and occasionally fighting Robin. (or in the case of Harlequinn's comic, Big Barda...)
But yeah, that's really the trick to being a henchmen. Be a yes-man, and only decide to deal with things when you can tell that you might die. hence why alot actually do survive. And before you make any notations on any of the villains, Joker doesn't kill as often as you think, especially since his toxins can be reversed. Take note though that the majority of the fatalities when it comes to Joker are usually the henchmen or people that get in the way. Normally shot by police or others while Joker is getting away or if Batman's rushing in.