Publishers will be aware that your agent has accepted your work after rejecting hundreds of other authors. The fact that your agent has agreed to represent your work speaks volumes. However, it is also important to remember that most bestselling authors have been rejected at some point.
Rejections are all part of the process of becoming published.
Do not pay for 'vanity publishing'. Publishers will not look at vanity published work and little or no publicity will be arranged. If they are confident enough in the quality of your work then they will generate their earnings from the sales commission. An agent may suggest changes to your work. Argue your corner if you genuinely believe the agent is wrong but remember that the agent has considerable experience of what works and what doesn't in the market.