For the Agent users: can you download with multiple threads at once? Because that's pretty much the reason I went to Powergrab years ago.
I'd say that if you only want to download binaries, powergrab, grab-it or newsleecher are *much* better than agent. If you also want to post messages and follow discussions, agent is a better choice.
Just to show you what I mean: with Grab-it, I have two newsservers set up (one paid account, one from my ISP), each with multiple newsgroups selected. I can download the headers for six or seven groups at once (limited by the maximum number of connections at those servers). I can then check the newest posts, or see only the multi-part binaries, or everything in the group (or whatever selection I prefer). I then select those binaries that I want to download (i.e. a full cd, or a movie, etc), where I want to download them to, and have them put in the download queue (again, 3 or 4 threads per server). ..and a couple of hours later, I'm finished downloading a couple of movies, music, pictures, and whatever else I put in the queue.
In the newest version I can even use NZB files, which allows me to bypass that whole search and selection process - one XML file contains all the data needed to download an entire game/movie/cd/whatever.
And *that* is why I prefer grab-it.