I think it's a balancing act and that you should tip towards not mentioning. First, if you say you have a lot of completed manuscripts, you're sending the signal that you're not writing publishable stuff (I think Kristin Nelson had a post on this a while back with an author who said in the query that the book was her 10th completed manuscript). Whether you do submit those books or not, the agent will usually assume that you've been submitting everything and thus what you've written before wasn't great. Second, I wouldn't mention a lot of other genres of books because it looks like you're hopping around a lot, not focused on one genre.
I've also read on several agent blogs that while you are ultimately selling yourself as a writer, first and foremost you're selling a book. They're not going to take on a book that they don't like or think will sell because they like you. If they love the book, think they can sell it, and want to represent you, they'll usually offer to represent you no matter how many manuscripts you have under the bed in whatever genres.
ETA: I said in my query that the book was my third completed manuscript.