Spike: My preference for an agent is based on the fact that I use BA to process visa's.
The big benefit of this to me is that if you have a last minute trip BA will have the visa processed for you whilst you are in the air, and hand it to you on arrival at your destination.
The additional benefit of this is that they will hold a passport on deposit (PoD) for you at Heathrow (or Buckingham Palace Road), which can prove invaluable, either for turning up at Heathrow without a passport or for getting them to run round embassies for you whilst you are in the air.
They also include "Meet and Greet" at places like Cairo, Moscow and Beijing, so you get wisked through the VIP line.
Nick