So I am interested in starting an agency. What tips do you have for someone thinking of starting an agency? How do you get leads? etc.
It depends on the type of agency. What's your product?
Anyways, I had a boutique creative agency in Helsinki and Moscow and for us worked two ways of lead generation:
Cold Calls — we went directly to clients with ideas and tried to pitch/sell them. Sometimes they buy your idea, but you have to deliver a golden solution.
If you were in the industry prior to opening your agency, then you should have a wide contacts network. Ask your friends in production houses, usually, they have a few leads already
Find a pitch. Sometimes companies do open pitches and you can join and win.
Get a few Golden Lions or other valuable awards. Clients love it. Then you can sell your agency with a bit lower price comparing to a regular market price (or higher, depends on many factors).
This is my experience, so maybe someone else would tell you different ways to get leads. Good luck!