From what I've been reading, you don't always need an agent - it depends on the production company. Some, like Apatow will ONLY respond to queries from agents and won't even open envelopes otherwise while others will take spec screenplays directly. Some screenwriters don't bother with agents at all since it can be as much work or more to find an agent that will represent you as it is a production company interested in your work. At least with the latter you're getting paid.
I'm still trying to get a logline crafted to start sending them off and keep setting it aside for that one piddling reason.
I'm just going by the Writers' Market I have from 2011 for now and then maybe try to find some on Linked in. All the advice I've read as well says to look for a mid-sized agency or production company. Big ones don't seek new writers and tiny ones won't get you work.