I work in recruitment (sorry!) and if it were me i would send 1 application per agency and get put across by with whoever calls back first/you like most. However try to ensure your CV is only sent to the end client by 1 agency as some client don’t like getting the same CV 3 or 4 times.
If no-one calls back then a call to one or 2 will not do any harm.
Regarding the VM comment, it is pretty much our job when in the office to be on the phone so if you go to VM don’t be overly suprised as the chances are they really are on the phone.
bikerbaboon, there are some agencies that work like that, most (certianly those that deal in the kind of work WCA does) do not (well, not in my experience anyway)