First time in India

It all depends on your budget... especially if you've been to other parts of Asia, there's really no need for you to go through travel agencies. There are always buses from everywhere to everywhere. But aside from that, for most regions of India I suggest you focus on trains. Trains are safer, more comfortable and easy to use in terms of fixed timetables & reliable ticketing!

There are lots of travel agencies but unless they are recommended to you directly, it's hard to know the swindlers from the good ones. You'll probably be better off buying your own tickets. Emphatically, this is not to say good, reliable and friendly agencies don't exist! I've just never felt the need to enlist their help, and a little caution is needed.