Creating a new agency is always a possibility but do some research and decide whether if you really need to create another agency doing something similar to everyone else.
This was just recently posted and may be relevant to your project
https://charityvillage.com/Content.a...s#.Vc-dIflViko
with respect to the challenges of running an organization, this blogger has some delightful insights into the world of running a non-profit
http://nonprofitwithballs.com/
I work in the sector.