Agents are an important part of the process of publishing books. (With individual stories or articles, you should submit to magazines on your own.) Good agents have an extensive knowledge of publishing houses and individual editor’s preferences and can help get your manuscript in front of editors who are likely to be interested in the kind of fiction you write. It is generally a good idea to have a finished, book-length manuscript when you start querying agents. This doesn’t mean you should send that whole manuscript to each prospective agent, though. Make sure to read and follow each individual agent’s submission guidelines. Many only want to see a sample of the written work along with a query letter. Should an agent request to see the whole manuscript, though, you want to have that ready to go.
It’s worth noting, too, that short story collections are quite difficult to sell. Agents know this and, as a result, they’re often interested in seeing novels. That’s not to say you can’t get an agent with a strong short story collection. You certainly can. But don’t be surprised if interested parties inquire about your future writing plans. Some agents might sign you on but wait to submit the collection until you have more of the novel written. Others might simply want to know you have plans for a novel. If you don’t have intentions of writing one, make sure to be upfront about that. Some agents might pass, but that’s part of the process. You’re not just looking for any agent, you’re looking for the one who believes in your work and will promote you with her fullest enthusiasm.