My previous post on why you should not look for a new agent while still represented elsewhere elicited several comments asking how one does jump ship.
Look at the contract you have with your agent. There's a clause in there that says "30 day notice by either party". That's how.
Oh? No contract? You send a letter, NOT an email, NOT a carrier pigeon and NOT a phone call.
You say "later gator".
In all cases you wait 30 days and then you're free to query again.
And for the commenter who asked if I would blacklist or blackball or drop a piano on the head of a client once they'd left the fold, the answer is no. This is a business and sometimes things don't work out. I've released clients, clients have left me. I have ex-clients of very good agents, and some deranged agents have ex-clients of mine. It all works out.