One online site I've heard of is Agent Query. By inserting certain criteria into its search engine, a writer can narrow a search by the genre of fiction or nonfiction he or see writes. The site also contains a great deal of information about literary agents, how to submit to them, how to write a query, and a truckload of other information.
Literary Marketplace, both online and in print, also contains similar information.
But what about some real, live input from you writers out there who HAVE agents?