Many legitimate short story markets offer no payment except contributor's copies. Others offer nominal payments, say, $10-$25. A few offer "real" money in the 5-10 cents a word range, while a tiny percentage offer "big" money -- in the thousands. But even if an agent sold your short for $1000, he'd only get maybe $150 for his work. Not worth the trouble, unless you're already a lucrative client. And, since the majority of short story markets accept unsolicited manuscripts, you don't need an agent to reach them anyway.
Agents may sell short story collections, but they will seldom be interested unless you already have a reputation, either through well-published shorts or novels.
So, yup. Get ye to Duotrope.