If you truly are an independent contractor, you are not entitled to Worker's Compensation; only employees are.If you are injured on a job, if it is due to the negligence (unreasonable carelessness) of your agency or of the client (e.g. the job site is reasonably dangerous), you could potentially sue one or both. However, you would only be entitled to compensation if there was negligence; if no one else was at fault, you would have no recourse.If there is a problem with work quality, specifications, etc., a client could sue you or your agency, or both. You would both need insurance to protect you; the agency is under no obligation to defend or indemnify you, unless your contract with it specifically says that it is.