The Agora was really easy for me to find, coming from Dayton. It was April 2005, though (went to see Ash, and The Bravery), so things may have changed. There was some major road construction right in front of the venue but it was easy to get around, I'd assume it's done now. It's basically in the middle of a downtown area, and it was fairly easy to find. Big sign out front.
Parking was right outside the venue-- There's also some behind it that's secured parking as well, but we parked in the side lot next to the tour busses. The area seemed okay, but I was with my mommy (Yeah, I occasionally drag my mom to gigs with me). Nothing I'd want to run around at night alone in, but with a short walk into the venue and out, you should be fine. If you're in the ballroom, be warned the place is really super small and if you want a good spot, it's worth going an hour early, but it's also so small that you can basically just walk up to the front when someone goes for a drink. No idea how big the theatre is in comparison. Security was fairly lax, didn't search my purse, didn't care that I was carrying a camera.
If it helps, the directions I used were from mapquest and they were very accurate. At least, moreso accurate than the ones they gave me to the Odeon, which I ended up very lost downtown then suddenly was in a very ghetto area in which I was certain I was about to get shot.