WCF is definitely a fit choice for this kind of scenario. For your bindings, the actual question is what technology you are going to use. Do you want to make the agents run in a non .NET environment like Java, then you should chose for wsHttpBinding. This binding communicates through SOAP and is very interoperable.
If you chose to use .NET agents, you might as well use netTcpBinding because they use the same WCF frameworks. It also supports binary encoding. If you really need to make a choice, take a look at the MSDN Documentation.
For your agents you could use a simple console application that runs in the background as a Windows service. WIX can help you with that (install an application as windows service), but thats all I know. WIX can also help you with basic installing and configure everything for you but it has a high learning curve so you might need to invest time in it.