I do remember one of our agency ladies posting a while back that whilst her indie bookings were fine and had been increasing, her agency jobs had just about ground to a halt. I can't remember any more about it than that or even who it was, but maybe you could knock up an AW profile or something just for now and test the water a bit?
Could've been me - even if not, the same thing has happened. When you're the new girl on the books, you get a ton of bookings through an agency, but then it naturally tails off. They do keep employing new New Girls so that they can keep their clients interested and keep making the maximum through their commission, and often their advertising isn't perfect, or they don't know how to sell their girls to clients once they ring. They don't usually *really* care about the older girls on the books... you end up just being filler for the website and a backup in case no one else will take a particular booking.
However, I managed mostly by luck to time my indie launch right so that as agency work tailed off, I was getting myself established and didn't have to go through much of a 'dry stage'. I'm still as busy as ever indie-wise, though I do keep my advertising limited cos I'm fussy and busy with other stuff. I use Twitter and a blog partly as advertising (so that clients can feel like they 'really know me') and partly to let off steam.
BTW, there's no magical formula for Successful Indieness. Just have a little stalk around the sites of established indies which are rather easily found round here
and see where they're advertising, and maybe see who their site was designed by, etc. I remember that the main articles on the SAAFE site were a pretty simple checklist of things to do, too. So going indie was easy, to be honest! Don't forget to play up your own unique characteristics and sort out your business plan - those are the fun bits.