Hi Jake and welcome to PiO
First off, check out
Department of Immigration and Citizenship and follow the links through from workers/skilled migration section where it will give you the skills in demand list which covers all of Australia (not individual states). Some states offer sponsorship for certain in demand trades and there will be links to these pages too however I would say that sponsorship would only be needed if you are short of points for general skilled migration.
As for areas in particular for your line of work, best answer for that might be to ask on here, what is your trade/skill?
As for agents, two that always spring to mind and are always recommended on here are Go Matilda (dont know the web address but google will sort it am sure!) and Ian Harrop who we used who were absolutely brilliant
Registered Australian Migration Agents, UK - Ian Harrop and Associates To give you a guide as to what you should be paying an agent for their fees only we paid £1600 incl VAT for a general skilled visa. All other fees that an agent may or may not include in their quote are payable irrespective of whether you use an agent or not i.e. actual visa fees, medicals, police checks and skill assessment fees plus various other bits and bobs.
Very best of luck