Probably the most important thing to know is that like a real estate agent, they work for commission. What they will tell you this means, is that they will try get you the highest salary possible, so that they get higher commission. What they won't tell you is that their commission on a marginal increase to your salary is next to nothing in comparison to the effort it would take them to get it. They will try to talk down your pay requirements, while simultaneously trying to talk you up to the employer(s) they are working with, with the hope that you will settle for what the employer is willing to pay. All they're trying to get is a match - they're not working for you, or the employer, they're working for themselves.
The above doesn't mean that you're necessarily going to get screwed - in essence, if they find such a match, it means that situation has likely improved on all sides, however, you should be aware of what the motivations are, and be very skeptical of promises of future pay, or career growth (especially if taking on a risky job, or a negligible increase (or decrease) in pay). Similarly, from an employers perspective - you should interview them properly, since the candidate might just be a dud.
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