An agency can be legitimate, but the apartments they represent usually will not be.
The vast majority of apartments in Paris are illegal, though an agency might tell you otherwise.
To date, there are only 120 legal apartments in Paris. There is a list of them, but it only includes the address and not the actual apartment - there may be many illegal apartments rented at the same address, by one or more owners or agencies. As such, this list is virtually useless.
There are a few legal apart'hotels in Paris - if you're concerned about legality, you should consider them:
Le Prince Regent Residence and Spa
Hotel Residence Henri IV
Adagio
Citadines