Usually, you can’t get an agent until you are published, and you can’t get published until you have an agent. The real fact is, any agent who asks for money up front is someone you need to steer clear of. Self-publishing is okay, aka vanity publishing, but you have to do your own marketing. And of course, it is an out-of-pocket expense.
Like @Jeruba says, give everything a try. It’s worth a shot. An author I know told me that vanity publishing was a last resort, but then, he’s been a successful author for over fifty years. He got into it back when it was far easier. Nowadays, there are so many people trying to get published that you almost have to know someone or get extremely lucky to get published witha major house.
I have enough short stories to fill two books, but no one seems willing to give short fiction a try these days. Everyone wants non-fiction, or childrens books, or eck! fantasy based on LOTR or Harry Potter. I’d burn my humorous fiction before I’d go down either of those two roads.