This FAQ grew out of a long letter written to me by Servalan Ranier, who kindly consented to let me reprint questions. I hope it will expand as more people ask me questions and I try to answer them.
Corrections are always welcome.
You can also go pick up some magazines and start writing the editors, asking them for their writers' guidelines. You can even call some of them, and ask if they're currently using outside writers. You don't need an agent for any short fiction. If you write a novel, then find a publisher who wants to buy it, then go get yourself an agent. That applies in pretty much any fiction genre.