There are so many advantages to working with an agent. First, they can make sure no bad clauses are included in your contract with the publishing house. They get you a higher advance, and your MS read faster by editors. They act as a liaison between you and the publishing house, so if there are any problems (horrible cover art, problems with timely payments, etc.) THEY deal with it.
This depends on the agent's working style, but there are many hands on agents who will work with you on making your MS stronger before subbing it. They'll also brainstorm with you when you're stuck or need ideas for a new project. Most are interested in helping you build a career, instead of just selling one book, so you have a lot of guidance in that area as well.
They have personal contacts with editors (they do if they're legitimate agents), so they know better than you ever will which editors are looking for what, and who might be most interested in your MS.
As for finding the best agent, look at places like Preditors and Editors, and this forum, to make sure they're legit. Then Google. I like to use blogsearch.google.com to check out what people are saying about the agents. Look up their sales on publishers marketplace. Read their blogs if they have them. Read interviews they've given. Find their clients' websites, and if they have blogs, read them. Many times people will mention their agents, if only in passing. If all else fails, email a few of their clients and ask them.
And don't forget to check the agent's website, if they have one, to read his or her bio and submission requirements.
Hope that helps.