what sort of companies are you targetting tk? small to medium? because i'm thinking that big companies are tough because they'll already have signed agreements with the big recruiters. small to med companies though often don't like to use agencies (IME) because they baulk at the fees. but you do have the advantage of doing the hard yards in filling the vancancies for them. small to med companies use things like seek but then you have to do all the screening of applicants themselves, which can be timeconsuming & frustrating because you get so many unqualified applicants.

personal attention is also a selling point - i've had people from the big agencies come to a meeting & then just leave me hanging without any further contact because our company just obviously wasn't big enough. really understanding the business they're in is also a selling point. so many times recruiters just don't do their homework on your business & end up sending you the wrong person for your vacancy.

when receiving a cold call, i always liked someone who wasn't overly pushy & obviously trying to meet meeting quotas or similar. i agree that a good opening line is great but don't make it too rehearsed. cold calling is tough though, i've never been good at it.
not sure if any of this helps - is this the sort of stuff you're looking for?