My favourite agency is the grandma one. They send you flowers when you do well and cookies(?) if you fail an audition. They're good for TV, if I recall.
My top-level actress sim is with the Well Suited Talent Agency, which is better for movies and gets you more pay. They're very complimentary towards your sim if you do a good job. I don't know what they're like if you don't do well, though, and they're only available to higher-level actors.