I wish I could tell you it's easy, but I can't, as those of you trying probably already know. It's not just because they're picky or they're looking for something specific, though those reasons do come into play. The main reason it's so hard to impress an agent is because the world is full of good writers and bad writers and every one of them has access to agents via the internet or mail. In the past it wasn't as easy to reach agents. The web has revolutionized that, which is good and bad.
It's a big wide world and there are some seriously talented writers out there, which makes it harder for each of us to impress an agent. When agents have read books like The Power of One, The Notebook, and The Sword of Truth (to name only a few of this decades greats) they'll be looking for something a bit more spectacular than they were before. It's only natural for one's expectations to rise once they've experienced something great. What are we to do? Believe it or not, I've covered that before. Never stop improving your work! Each one of the greats was like us once and to impress anyone they had to keep polishing their novels.
There are also bad writers out there making it harder for us as well. The slush pile isn't made up of all hidden gems waiting to be discovered folks. You're fantastic manuscript might be buried beneath a slew of others that can't even string a sentence together. There's good news in that too though. If an agent reads through a half dozen terrible manuscripts then comes upon yours, it will shine all the brighter. The problem is it will take them a while to get to it. How to help this? The same way really. Make sure your manuscript is the very best it can be before you send it out. If you think to yourself that maybe it could be better but you're just going to throw it out there and see how it's received, DON'T! Not to say you have to be a perfectionist, you don't. If you feel it has been edited thoroughly (either by yourself or a professional) and you've got at least a friend or family member's opinion (it helps to have someone else read it and look for errors) then go for it! What if you don't have anyone to read it? Join a writers group, check out AuthorNation.com, or if all else fails, read it aloud. Whatever you have to do, don't give up if you believe in the potential of your work!
Here's a story about a writer who got an agent: http://www.guidetoliteraryagents.com/blog/How+I+Got+My+Agent+Carrie+Wilson+Link.aspx