An agency will give you some important advantages: Safety - advertising yourself online is not the safest thing to do. Whilst the majority of us are ok, there are some weirdos out there.
I've come across lots of girls who wanted to be models, and have ended up paying for hundreds for their portfolios (something that shouldn't happen)and often when they get to the shoot they're asked to do nude (read 'glamour') straight away "go -on, take your top off, you can get more work if people know what yoru body looks like"
Honesty. Whilst there are some stunning girls out there, it doesn't mean that they are model material. The prettiest girl in the world may not be as photogenic as the ugliest critter from the black lagoon - sometimes it just works that way. The agencies will be able to tell you what your chances are and will be able to give you tips on how to present yourself (just ignore anything about going super-slim, no-one but zombies actually likes it!)
Security: You'll get paid for the work you do. Sure, the agency takes a cut, but they will be able to negotiate better fees, more work and demand payment.
Just go for a reputable agency. I know some girls don't want to go this way for many reasons, but it is the best option