A misconception
Let's do a quick 180° here, because there's one important thing that a GM must not assume: that consequences are necessarily bad.
The thing is, they're not.
The word "consequence" has a bad rap, but that's just because it's almost only ever used as a euphemism for the outcome of "bad" choices. In fact, it literally means only "the outcome of actions":
con·se·quence [kon-si-kwens, -kwuhns]
noun
- the effect, result, or outcome of something occurring earlier: The accident was the consequence of reckless driving. 2. an act or instance of following something as an effect, result, or outcome. 3. the conclusion reached by a line of reasoning; inference. 4. importance or significance: a matter of no consequence. 5. importance in rank or position; distinction: a man of great consequence in art.
Notice how the actual meaning of all of those is neutral – the meaning of "consequence" doesn't specify what kind of result is being discussed, good or bad, only that the act is relevant.
This is the great take-away from the idea that character actions have consequences. Character's actions must matter.
So when GMs talk and think about consequences, we don't ever mean the euphemistic sense that means punishment; we mean the actual sense that means "impact". Ideally, we want them to be indelible impacts, significantly changing the story and game. That's the best way to honour a player's choices and their partnership in creating the fiction. We don't want to punish their contributions to the fiction and game, but we equally don't want to nullify their contributions by making the consequences dull or unimportant. Every consequence is "of consequence" and important. Every action has a reaction.
Making actions matter
All you have to do to make a character's actions have consequence is to always, always make sure that their actions matter. A player character acts, and the world changes. Every. Time. There is no "nothing happens" that has ever been satisfying to a player, in all the history of roleplaying games.
Keeping that principle in mind, you are suddenly freer to think of results of actions without being constrained to thinking in terms of challenges, bad outcomes, or nasty complications. Sometimes, when a character takes a "bad" action, the outcome isn't necessarily bad for them. Sometimes, bad people get away clean; sometimes, they cause trouble for themselves; sometimes, their situation merely changes in interesting (to the audience) ways. When deciding what consequences an action should have, keep in mind that the most interesting thing to happen as a result might be in the good or "complicated" category, and not be clearly bad. Sometimes, as you already realised, bad consequences simply aren't very much fun for anyone participating in the story of the game (or the game of the story, however you see it).
Sometimes too, good intentions and actions have unintended consequences that are "bad" to the PC. Go for interesting above all: forget about "appropriate" consequences except in terms of good for the story and good for maintaining suspension of disbelief.
Bad and good isn't the only axis of consequences, either. Are the consequences immediate, or are you going to put these actions in a back pocket and reveal their impact later because their impact was felt on something that, right now, is in the background? Perhaps these actions will bring something new from "off stage" in due time. (In your example: does the Sheriff have family? Maybe someone will come after the PC for vengeance. Was the Sheriff being extorted to look the other way about something? Maybe now those people, lacking their leverage and protection, will have to take more open action, complicating the local area's situation.)
Another axis is scope. Does the action have a narrow, nearby impact, or is the impact on something larger? Maybe the apprentice had an experiment going, and that tower is about to explode now that it's untended. Or maybe the apprentice was a spy for a foreign power, and his death will make them think that their plot is uncovered and they must invade now! The impact of actions in real life can be unpredictable, and by varying the scope of the consequence you give your world just that bit more life outside the bubble that surrounds your PC(s).
One final axis that I can think of (and I'm sure there are more still) is the impact on the player. What the player thinks of their character is, itself, a consequence. When the barbarian's player steps back at the end of the scene/session and says, "My god, I'm a monster!", that's an excellent outcome of their actions. Sometimes you don't need to think of anything more interesting than the simple logical in-game consequence of an action, because the in-game actions have already had the most meaningful impact they could ever have: they made the audience feel something and care about the fictional events.
TL;DR
Consequences are merely the outcomes of actions, not "bad" by definition. Change it up by varying whether actions (bad and good) lead to bad, neutral, or good outcomes. Let actions (good or bad) have impacts that are immediate, or saved for later. Let them have results that are small and large in scope. Always, always make them change the world in some way – perhaps small, but always irrevocable.
Further reading
Many of these ideas are powerfully developed in Apocalypse World and its descendants, such as Dungeon World. Those games make the principle of always following PC actions with interesting (not necessarily bad) consequences starkly clear by building them into the rules that the GM has to follow. Particularly, they show in the list of Moves that the GM is instructed to choose from when it's the GM's turn to make something happen (i.e., when a PC misses on a roll or when the players turn to the GM for "what happens now"), but also in the PCs' Moves, where a good roll means they succeed, but also often has other consequences that need to be dealt with. If the above ideas are appealing, you'll find lots to learn from in how those games are designed and written.
