hi surferdude, welcome to the forum :welcomesign:
agents are expensive, but worth it if you have a complicated application.
you can do it yourself however,
start by looking here;
http://www.immi.gov.au/click onto visas and immigration, then click onto workers.
this will take you to the various options open to you, depending on your occupation.
depending on your occupation, you usually start with the professionals and other skilled migrants section. have a aread through that section to give you an idea of what you need to do - make sure you dont skip any sections though, as it could make the difference between getting your visa or not!
if you want to share a bit of info about yourselves, there may be someone on the forum who has had to go a similar route to you and may be able to offer advice/help/info?
we are a very friendly bunch, and we will help all we can if we can!!
sue :D