We tried a couple of the agencies.

We first contacted http://thailandtrainticket.com/ and they never responded. We contacted them again after a week, and still never heard back.

We then tried http://www.thaifocus.com/travel/train/. They responded within 24 hours, and we're moving forward with them.

The way all these services seem to work is you tell them what train you want, provide a deposit, and then they go to the station and try to buy it for you. If they can, they do. If they can't they get back to you with other options.