There are a lot of agents. Some are harder to approach than others.
I've got ten on my radar right now; we'll see how those play out. Two more are accepting queries once again at the beginning of next month, so the number may go up to twelve.
How'd I choose them? Well, part of the process was the same way I chose my editor: track record. Specifically, I looked at how many of my own favorite authors they represented. Actually, though, I said that backward. First I looked at my own bookshelves and listed the authors (in a spreadsheet, of course--you can take the boy out of engineering, but....) whose names were emblazoned on the spines contained therein. Mostly, anyway. I didn't write a book about surviving in the woods with just a pen-knife, or just a shelter, or whatever, so the authors that wrote those books were out. Hey, I enjoy the books, but I didn't write one of them. Same goes for science fiction...science fiction is not fantasy. The two fill the same need in the human spirit, but in very different ways. What I wrote was fantasy. What Isaac Asimov wrote--mostly--was science fiction; therefore I'm not going to plunder his agent list.
What I ended up with was an impressive list of all-stars: David Eddings, Raymond Feist, Marion Zimmer Bradley, Terry Goodkind, Mercedes Lackey, Katherine Kurtz, Richard Knaak, Piers Anthony, Christopher Paolini (he's only written one saga, but it's a good one), and R.A. Salvatore.
That's some big names.
There's a site that lists every author along with his or her agent: QueryTracker.net. It proved relatively useful for me in the process of linking author to agent. I was also able to find some through Googling the author's name followed by the word "agent." In most cases, it's not really that hard to figure out who represents whom.
I added from a couple of other sources. First, my editor gave me a name that she knew personally, and she's also handed me permission to drop her name in the process. That, from what I can tell, will be quite valuable. Also, I've been following agents and their blogs for a while now, and so I was able to pick several out of my "Facebook - Twitter - blogs" category to query immediately. I did leave two of the agents I've gotten to know on Facebook out; one isn't taking queries right now, and the other is the guy who called me "asinine" for a response I wrote. I have no real desire to form a partnership with a guy who thinks it's okay to flip right from idea to insult in a conversation, especially with someone you don't really know all that well.
So, after much of a day's worth of work, I have ten agents to query. Somewhere between nine and ten of those I'll end up not working with. We'll see which it is later.
Have a great day!