Being in an agency is great! There are many benefits to being in ANY agency: help with cases you're stuck on, equipment locker, participating in treasure hunts, and potentially lots of fun getting to know your fellow agents.
Some things to consider: Some agencies are more active than others. Do you want to be in an agency where its members play every day religiously? Or do you want one where people play every few days? In my opinon, a good agency is one where you have fun--whatever that means for you. You will probably want an agency where people are outgoing and helpful, but other than that it's up to you. Maybe another thing to consider is how soon you'll be promoted? That also varies between agencies. Some agencies charge rent, others don't.
What agencies look for in a rookie differs between agecies. Active agencies will be looking for players who can play (almost) every day. ALL agencies are looking for honest players who will not lie, cheat, or steal their equipment. ALL agencies are looking for a good attitude. Some agencies are more reluctant to others who are brand-spanking new to the game, but I think most will accept a player who has been active even for a few days.
Did I leave anything out, anyone?