prid 00020545moveto player-OR-
player.moveto 00020545The first one should move him to your location, the second should move you to his. I think I'm remembering the commands right. Save first before using either in case something goes wrong, so you can reload. If you use the second one, at least you can find out where he's hiding, but if it's some place you aren't welcome for some reason (like, maybe the Guild HQ if you're not a member? I dunno) whoever is there may go aggro on you.
I don't know where you are in the process of joining, but if you check through the wikis on their quests you might find where you're at and where you need to get to and see how to use the console
setstage command to advance things along. However you're gonna have to interact with Brynjolf a lot during the TG stuff, and if you advance the quest(s) and end up at a point where you need him again and he's not around, that's not really gonna solve anything.
http://www.uesp.net/wiki/Skyrim:Thieves_Guild_(faction)#Quests
At least we can be pretty sure he's not dead, because apparently it's impossible to kill the guy.
Oh, and just to be sure... you did check the Bee and Barb in the evening, right? He hangs out there after the market closes down for the day.