I played a Chiss Agent all the way to level forty-something. The cover system can be a little difficult to get the hang of: I'd suggest shifting around your key bindings, and making sure that you favour the "cover in place" key (rather than the "dive for cover", or whatever they call it) as much as you can, especially if you plan on going with a Sniper. As you level up Sniper, you'll get various abilities that effectively allow you to erect a cover forcefield wherever you are, which makes life a lot easier.
The thing I found most problematic with the Sniper was close proximity stuff. It's a fantastically useful class if you can have a companion (or fellow players) playing keep-away with the mobs, but if any of them get up close and personal with you, you're largely screwed. You'll get a companion on Alderaan who is a melee DPS guy: you'll have to really gear him out though, because while he's pretty good for damage he's a little squishy.
A word of warning: Act 2 of the Imperial Agent story is a bit weird. It gets much better towards the end, but parts of it felt really weird.
If you're planning to let your subscription lapse, I'd recommend at least starting out either a Trooper or a Bounty Hunter. The Bounty Hunter has a plethora of gadgets and gizmos that are incredibly fun to play... that said, it begins on Nal Hutta, so you'll have a lot of overlap with things you've already played as the Agent. The Trooper meanwhile has largely the same abilities as the Hunter (albeit with different names and animations), but it starts off on Ord Mantell (which was my favourite starting world), and up until level 35 at least, it had what was for me the most enjoyable story.
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