Agility is most often used as a weapon piece only to gain the huge amount of extra stamina.
The Agility set is part of the Imperial City DLC. You can acquire it through turning in 60 Key Fragments in Imperial City at Monstrous Tooth Vault or Clawed Trophy Vault. You can also get the set via the Daily Dungeon Rewards from using the group finder tool. Only weapons and jewelry exist for this set. It uses the Xivkyn or one of the Alliance motif styles.
Check out the full Imperial City Guide
for more information on how to acquire the set.