Not that I've actually submitted anything yet, but...
As I understand it, your best bet is to contact the various agencies to see what they're after. Either check out their website (assuming they have one) or sending a query letter with a SASE to inquire as to their policies.
I think the best bet would be to do it this way, much as you would with a publisher. While I can't say from experience, my best guess is that agents/agencies have their own "slush plies" the same as publishers, and I'll wager that asking them before submission would put you head and shoulders above the competition!
Just my 2 cents...