Me, I left a short answer, which is my straight answer, and then thought I could expand it upon a larger post with my own experiences.
It goes without saying--though here I am, saying it--that there's other experiences of finding an agent. There's a lot of experiences out there in everything, and I'm writing this post from the point of view of an author who isn't very well known, lives in a country with a limited market and is, in addition, somewhat reclusive. By the last I mean that I don't dig big crowds and thus, I tend to avoid conventions, and I'm more than likely going to avoid the dinners and parties that are thrown, of which I am occasionally invited too. I cover this absence by keeping this blog here, and making it a public blog, designed to be read by an audience, and by doing whatever promotional kind of things I can that doesn't involve me being part of the crowd thing. Which is not to say that I don't go to events, only that I go to them very rarely, and because of this I'm not exactly there to meet people and do the whole press the flesh thing. At any rate: blah blah blah, mileage varies, and maybe if you're lucky the authors who read this blog will leave their own answer on how to get an agent here, and there'll be traffic to this blog that isn't related to my ability to point out classy award statues.
The short answer for finding an agent is that it's much like trying to find a publisher. There are agent listings. Use google. Use yahoo. Use whatever search engine you've got, and find the market listings. Here's an example of one. Go through the listings and figure out which of them will be best suited to you--genre will finally be an important little bit, since it will make narrowing down your search a lot easier. Romance authors need not approach horror agents. Then, once you've found some, query them. Tell them who you are, your publications (if you got any) and give your novel pitch. Hopefully, they're request a sample. Then hopefully they're request the whole thing. Then, you know, maybe they'll like it. The whole process will need to be repeated, I'm sure, but it's pretty much like submitting short fiction, by which you keep trying until you get somewhere. When you get rejected, move on to a new agent.
Okay, so here's the personal experience side.
Me, I'm currently represented by Scribe Agency, but of course, I wasn't always. In fact, I've only been with them since the start of the year, so I remember all too well the long trek to find an agent. And it was a long thing: I started looking in 2002, after I finished Black Sheep, and before the end of last year when I signed with Scribe, I had sold that book to Prime, and sold a second to Wheatland Press, and gotten a bit more known. In that time, a lot of people assumed I had an agent, which I'm still not quite sure how that was figured, but it's of no real big deal, and was kind of amusing. At any rate, what I'm saying is, I spent four years, off and on, looking for an agent, and it's not an experience I particularly recommend.
I began looking for agents in Australia. I live in Australia, I write about themes that relate to Australia--it's not a hard to do the math. However, there aren't many, and I found, for me, that there just wasn't any opportunity. About half of my queries were turned down by the straight out, I'm-Sorry-We're-Not-Interested, and the other half had offers to read samples, and in a couple of cases, they asked to see my whole novel. The response? well, from one those who read what I wrote, I was told that I was too niche market.
Uh-huh, I thought.
And what does that mean, exactly?
Well, I figured then, and I figure now, that agents just didn't think they would make money off me in the Australian market. Agents take on clients who will make them money, after all, and so they have to believe that you will be able to do this for them. Australia, if you aren't already aware, is a colony market, which means that as a whole the country is part of the Commonwealth markets, and thus we get a lot of British imports in. The natural result of this is that the market for Australian authors within Australia is shrunk before the authors even get published, and so there isn't going to be as much room for the off centre, difficult to package, odd shit that comes along, especially once you accept that the work that does get published by Australians is going to have a mass commercial appeal to it so that publishers and agents can make money and pay their rent and send their kids to school.
In case you're wondering, I've never considered myself to be an author of work that won't be able to find an audience, and a large one at that. There are a fuck load of authors out there who have more non-mainstream concepts than me, and who do a lot weirder, and odder, and more challenging things. But I don't work as an agent, and I certainly don't work at a publishing house and so... well, that's just how it is. You can't argue with it and so I didn't, though I dislike that it's so difficult for me to get published here. At any rate, in attempt to prove that there was an audience for me within my own country, I worked through agents in Australia using listings. I did this with the web, and with a writer's guide book that I paid cash for, and which listed agents and publishers. I even looked at who represented authors I thought were doing similar things to me. I sent my queries, sent my manuscripts, and got bounced.
In the end you can only go so far before you run out of choices and that meant I had to try outside the country, where the markets were bigger, and where, thus, a lot more diversity could--and does--exist.
At this stage, I started having a few different experiences.
But before that, I feel it's also worth mentioning that, at this stage, I had begun to get the book into independent publishers without agents by approaching them, and saying, "Hi, I appeared in this book, which you published (or which you will no doubt know about). I see you also do novels. Interested in seeing mine?"*
My experience with overseas agents was much the same as Australian ones, in the search and approach part, but there was, however, the second experience I had. This was the Introduction.
The introduction worked in two ways: friends of mine who were established authors would introduce me to their agents and I would say hi and send them my work and they would read it and then nothing would happen. Okay, this only happened once, but let that be a lesson for all of you who think it's a who you know kind of deal out there. Just because you do know someone, it doesn't mean it's going to work out. It's no ones fault, of course--everyone is busy in the world, and after an introduction, you have to be able to stand on your own two feet. Sometimes, it doesn't work out, and when it doesn't, you shrug, and move on, and don't stress it. In fact, in publishing, learn not to stress.
The other form of the introduction is authors who like your work and who have name value giving you a reference. This is basically a blurb, whatever, something that will speak to the agent in the same way that having a reference when you go to a job interview will speak to your perspective employer. It sounds like a bit of a wank, and I suppose it is, really, but you have to sell yourself much in the way that you have to do so in a job interview: you have to convince an agent that representing you is the best thing they can do. Now, yes, this is a bit of who you know with the reference, but if you've sold a bit of short fiction to decent markets, this isn't going to be a problem and, as with before, in the end, your references don't write your books, and all they're doing is getting you through the door. I could get through the door without references before, and to be honest, having references never appealed to me, because I don't like to put my friends in positions they may not like to be in. It's a courtesy thing, you know? The couple of times I've done something that is remotely close to taking advantage of a friend's position, I've kinda disliked how it made me feel, so I just try not to do that. However, other people out there in the world, they got no problem asking people for favours like this, so if you want to try it, hey, go.
But, in all fairness, what got me to approach Scribe Agency was the fact that they were recommended them to me by a publisher I had just finished working with, and that recommendation came with a, 'Use my name when you email them,' added to it.
Once I emailed the guys at Scribe, and they didn't throw monkey feces at me, it was time to send work, and stand by the quality you've got, again.
So, there you go, my experience looking for an agent. Four years condensed into one blog post. Can you imagine how boring it was to live? Horrible, and painful, and yes, I know, I didn't name names--you want know why? Because I didn't ask if they were cool with it and I don't like the name dropping aspect and ultimately, it was the quality of the work that got me there, and not the people I know. The people just kept hassling me to do keep looking. Sometimes even as they said they hated everything I had ever written, for I am loved by many.
* Not a literal transcript of my email to said publisher, d'uh.