I've been doing lots of research on various agents. Some of them have very helpful blogs or websites, and I've listed quite a few on my bloglist. Make sure and check them out!
Some of my favs are Publisher's Marketplace, Agent Query, AAR, Writer's Beware, Preditors and Editors, and Agent Verification:
It actually allows you to type in the agents name (put in their first OR last name--the search engine isn't smart enough for the entire name) to see if they've made any sales lately.
This helped me when an agent offered me representation. I typed his name in to the database and found that he'd NEVER made a sale to a known publisher. NEVER. I don't think he was a scam artist. I think he just decided that he wanted to be a literary agent. But that isn't how the business works. Agents have to have contacts with publishers. You can't just decide that you want to be an agent and list yourself, any more than I could decide that I want to be an astronaut and get a ride to the moon.
Move over Armstrong! Here I come! (Probably wouldn't work with my fear of heights).