Don’t know how in demand your skills are, but you’re going to be up against people who have been contracting for a while. You’re either going to have to be very good, or a bit cheaper than everybody else.
From my experience, a bit of the latter can get you in the door a lot easier than the former. Once you’ve got a reputation / a bit of feedback on Linked In etc you can charge more.
Agents are in the business of making money for themselves. Getting you placed is secondary to that, so take everything they say with a healthy dose of skepticism.
I’ve lost track with the legislation that’s coming up, but it’s looking like your own Ltd is the easiest way to go wrt to IR35 / T&S etc.
Have a look here – http://www.contractoruk.com – for up to date info / a helpful (if sometimes brutal) forum.