Just like couples who are attracted by outward, physical traits, you don't want to pick an agent just for their glamor (or who they represent), but dig deep to see if this is a relationship that can last. On a dating site, you wouldn't go out with someone just because they have a profile on the site. You'll check to see if your interests are compatible, and get to know more about them first.
In the same way, don't query an agent just because they're an agent. This is a long-term relationship, and you want it to last. But lacking a "dating site" for agents, how do you narrow down your search? There are thousands of agents to choose from.
Be aware of your genre. You don't want to send an agent a manuscript that's not right for their interests. And within your genre, figure out what themes you tend to bring out. Are you humorous, or dark? Do your characters tend to be feminists or orphans? The better you know what ideas lurk within, the more targeted will be your agent search.
Read, read, read. Check out sites like Goodreads and LibraryThing for recommendations of books in your genre. When you read them, take note of the acknowledgments section. Authors usually make mention of their agent. Search the internet for interviews with these agents. They often make note of the kinds of books they're drawn to, even if those authors are not their clients. Find more ideas for this at the Falling Leaflets blog. Highly recommended.
Ask for a recommendation. If you've gathered the names of some agents, but you want to find out more about how they interact with authors, try emailing a few of their clients. Honor their time constraints by being brief, and ask a couple of questions. The benefit of this approach is that you might begin a relationship with an author.
Of course, it goes without saying that you must have a finished and polished manuscript. And a killer query letter. And a plan for which agents to query first.
If all this seems daunting, remember it's like joining the army. Boot camp toughens up new soldiers so they're ready for the battles ahead. Think of the query process as your "boot camp" for becoming an author. Down the road, you'll be thankful for your rhino skin, your work ethic, and your professionalism. Ready to march?