Hi,
what kind of agencies are you looking for?
I think it can take awhile to understand or appreciate the differences.
Which industry are you looking for work in:
design, advertising (above the line), marketing (below the line), magazine, publishing, digital... etc
If you are starting out you may want to think about this long and hard first as they are quite different industries and a few years down the line it might become harder than you think to move over to one or the other.
Once you have an idea of where you are going a good starting point is to do lots of industry research.
Find out about the industry bodies, directories and awards bodies - this can give you a big list of agencies to send speculative emails and CVs!
Fiind out who won best x agency of 2009.
Find out who the employees voted the best employer of 2009.
Find out what cients they have, recently lost and recently won - are these clients you want to do work for?
Do your research and be proactive, send speculative CVs and portfolios to the people that you want to work for, maybe offering unpaid work experience - even if it is making them tea.
All of this is hard work - finding work is often the hardest job!
Hope some of that helps,
Jason