The main advantage of using a recruitment agency is getting access to job offers that are not advertised. There are whole areas of work that are only ever filled through agencies, including anything from high-flying executive positions to casual work, a part of the job market that relies heavily on agency recruitment. Finding work overseas is often best done through an agency.
Agencies also maximise your efficiency as a jobseeker, as you’re in effect getting someone else to help you look for a job, giving you more time to pursue other leads and avenues.