Photos are number one!
If you walk into an agency without photos it's not the end of the world, but it does HELP your chances alot if you can walk in with some.
Think about the modeling you want to do. Is it in magazines, for editorials, ad campaigns?
Do you want to model for Bridal magazines, for fitness, or jewelry, for shoes, handbags, what is it that you want to model for?
Create photos of yourself holding a hand bag, in a wedding dress, or prom dress, and shape your shoot around the type of modeling you want to do.
If you don't show it sometimes you won't be believed you can do it!