• There are no entries in SQLAGENT.OUT when it starts.

    Do you mean there is no file created, or that a blank file is created? Check that the location for the file exists (you may have to look in the registry to find the location) and that the SQL Server Agent service accounts has permissions on it. When you change the service account, you do use SQL Server Configuration Manager (and not the Services applet), don't you?

    John