If you do not have an agent, nobody will talk to you.
You need to know that right out of the gate, even though it isn't 100% true. It is possible to sell a script without an agent, but it's a hell of a lot harder. Of course, if nepotism is on your side, all bets are off, but if you don't have any friends or relatives in the film industry, you should really get an agent.
There are a few reasons why nobody will talk to you if you don't have an agent. It's sort of like a pre-screening process. Having an agent says several things about you right off the bat.
You're at least partially serious. After all, you went to the trouble of getting an agent, and that isn't easy.
At least one professional thinks your script is worth reading, and not just your Mom.
Somebody in your camp is capable of speaking their language.
Somebody in your camp is capable of making a deal.
Agents make contacts for a living. They talk to studios, production companies, and other agents every day, and they know the business. Agents are negotiators, deal makers. Can you name ten actors who have their own production companies and are currently in a buying mood? Neither can I. Can you negotiate a pre-emptive purchase with a reasonable backend? I don't even want to try. This is reason number two why you need an agent. In the long run, they have the potential to make your job easier.
This does not mean you get to stop working after you get an agent. First and foremost, keep writing. It may take months or years to make that first sale, and if not for yourself, write to show your agent that you're not just a flash in the pan. Don't assume your agent is going to do all the work. Keep thinking. Help out by trying to track down leads, or other places you haven't approached yet. Don't become dependant. Agents have many clients, not just you.
There are definitely some agents out there who just sit on their ass. You want an agent who will work for you, and not just represent you on paper. It can be difficult to determine if an interested agent really does plan to push your work out in the wild, or if they just want to make themselves look good by saying they have such-and-such number of clients. It's a judgment call, but trust your instinct. If something about an agent just rubs you the wrong way, then you're probably better off continuing your search. The last thing you want is to find yourself knee-deep in the middle of a scam. Yes, many troglodytes prey upon the desperation of amateur writers. Listen to what they say very carefully. Saying yes to the wrong agent (or lowlife who claims to be an agent) can hurt you. Don't worry, this isn't an epidemic. It's just something you need to be aware of, like carjacking.
Agents can also help you plan your career, but they shouldn't order you around. Not all advice they give you is going to be good, but it's all worth listening to.
Agents don't pay you. They don't buy scripts, they help you sell them. Merely having an agent doesn't mean you're getting any money, nor does it mean they are getting any money. They make money by making money for you. That's the good news. They need you in order to survive just as much as you need them. They take 10% of any fees you earn (selling a spec script, option, residuals, etc), so if you don't get paid, they don't get paid. No agent should ever demand any money from you under any other circumstances, or if they do, they are not to be trusted. This includes any and all variations of the old "I know somebody who can make your good script great for $200." Don't fall for it.
You may only have one agent, but your agent has more than one client, and in fact, they probably have A LOT. Your magical 10% alone doesn't get them very far, if and when it materializes at all, so they handle many clients. Maybe they're all writers, or maybe there's a mix of writers, directors, actors, or whatever.
You should also understand that any agent who agrees to represent you is taking a risk. They work on commission in its rawest form, and they absolutely do not want to waste their time with a script or a writer (they may choose to represent one or the other) they think will go nowhere. Any time they spend on you is time that could be spent on other clients. Every script is a gamble for an agent, and you need to understand the importance of that.
What does all this mean? It means that the first thing you do is try to get an agent. Once you have an agent, you will work together to find a buyer. The good ones work very hard, and if you're lucky enough to hook up with one of them, treat them with the respect they deserve.
http://www.mindspring.com/~spacklebeast/querytosale/ig.html