It's hard to find an agent these days. I've heard said that it is often more difficult to find an agent than it is a publisher. To be honest, I've had my fair share of rejections from agents. Some have happened so quickly -- my record is less than half an hour after submitting via e-mail to an agent that had just blogged that their response time was slower than usual due to backlog -- that I've known they didn't look at the query. Some have never been answered -- a growing trend with some agents who accept e-mail queries. You need to check their guidelines to see if they respond only when interested. But many more have been at least positive if apologetic rejections. Like Dave, I respect the agent I was referred to even more because she turned me down and didn't just take me because a client asked her to look at my work. Still, I continue the quest for an agent even as I look for publishers not only for my novels but for my short-stories as well. The lesson is to do your homework and to be persistent. I can help with the former, the latter is up to you.
When looking for an agent, the first place to check is Preditors and Editors. Not only does the site list agents and rate them, but it also has a number of pages that contain information about agents, editors, and other information you need to know as a writer. But the most important page for those looking for an agent is here. From it, you can check to see if an agent or agency is NOT recommended. If there is red ink following the agency's name, I highly recommend you not submit to them. Especially stay away from Writer Beware Top 20 Worst Agents. Along that line, don't forget to keep a regular watch on the Writer Beware website and the Writer Beware blog. Not only will it give you information about agents, but publishers and anything, really, in the publishing industry that we, as writers, need to be aware of. One final place to check when considering whether to send to an agent or not is the Absolute Write Water Cooler. It may take time going through the posts, but there is a wealth of information there as well.
I've just told you how to find agents you don't want to deal with. So how do you find an agent you do want to deal with? Victoria Strauss wrote The Safest Way to Search for an Agent. It contains some excellent advice and links. To what she said, I'd add to do an internet search for the agent as well. Check their blogs and websites. See if their clients blog about them, etc.
What should agents do? Also, what should you ask an agent before signing with them? Listed below are some good links that answer these questions.