You do not say where you are, but the answers will partly depend on that. I rented a space in the building where I lived. That worked out nicely and cut down on travel expense, but being in a densely populated urban area helped.
The owner of one of the studios where I work now just decided to move. She spent time going around looking for areas that looked good for her business. Once she had a basic location she looked at spaces that might work, and found something that looked really good.
I know of people who have subleased space for classes or training…. depending on your budget that might be a good option.
I think there are few things that help more than having feet on the ground knowledge of the neighborhood, but again, it depends on a lot of factors, like how big you want to build, your budget, what sort of area you are in….
If you go through an agency remember that any time you add a layer of service you will also have to look at the costs. And the other thing is, they will know about available space, but will their loyalty be to you or to the person selling….