Meh. It's great if you can, but not necessary. I got extremely lucky in that I happened to be in NYC for a week while I was querying, and I signed with my agent the day I arrived, so I did get to meet her.
But I think it's safe to say that the majority of writers never meet with their agents, and usually not before signing on with them. It's not often feasible, and not necessary. Telephone interviews seem to do the trick -- Miss Snark *sniffle long live the Snark* (no, she's not dead) actually recommended talking to agents before signing (they'll want to talk to you, anyway), especially if you have more than one offer.
I wonder if I'm making sense? *shrug* I need more coffee...