what to think about.
Contract wording and Tax (google IR35).
You will appear to be earning lots more but you have expences, tax, possible VAT, accountant, slack periods, no paid holiday, insurances etc.
Plan properly, save for the slack periods, check out sites such as the PCG (Professional Contractors Group) for advice, take out tax investigation insurance, plan again.
And make sure you have a contract before handing in your notice.
Agencies are useful (although I never used one when I was contracting - word of mouth)
but just do some research first before signing up to one. Get good tax advice.
Yes I've repeated several things and that's because they are important.