It's totally ok to work with diff. agents, it's just that

the agent may sense it and would work harder with other more royal buyers, not you. If they spot a good deal, the first one to call would be someone else, unless that agent has no one else to work with.

The best way would be interview a few agents, then stick with one you feel is best. You'll be rewarded and also feel better, after all they don't get paid unless they get a deal. How do you feel when you know someone will be working free for you? And if you feel it's totally ok, then don't complaine when you are midtreated, because that's how the world works out around you.