In certain levels you have grenades or grenade launchers. Three launched at far range or one at close range will kill them. If they do not die, pull out a gun. When the auto aim is red, it indicates near death; you can easily take them in hand to hand combat. Sometimes sparking objects are nearby. Knock them into it and will die.
On the level where the Agents chase you up the stairs and onto the rooftops, you can kill them. Before entering the levels, make sure you have enabled the "Unlimited ammunition", "Unlimited health", and "All weapons" codes.. At the beginning of the level, cycle through your weapons and select the grenade launcher. As soon as an Agent runs after you, shoot him three times with the grenade launcher. Wait until the smoke clears and they will be dead.
This trick works best if you are Ghost. In any level that has an Agent and you are or can get to a roof, go up to the Agent. He may kick or punch you back; watch the ledges. Hit him once or twice so that the camera pans to the side. Walk up to him, punch him, then do a Focus Kick (without pressing a direction). The agent will fly back. While he is on the ground press Punch(2), Focus + Back + Punch. This will do an uppercut, sending him flying. Once he is in the air, press Kick and Ghost will do a flying kick, sending the Agent soaring across the room. If you are on a roof, do this to send him flying over the edge, where he dies on impact.
Enable the "Unlimited ammunition" code and obtain the GP gun (which takes the oxygen out the air). It can kill an Agent.
The first time you face an Agent, run. Towards the end of the pursuit, the Agent drops directly in front of you. Note that there is is a gap in the building between you and him. Focus and make the jump. Then, while he still getting up from the fall, run behind him with your back close to the wall and do a kick off the wall. He will fly into the gap, and get killed.
On any level when being chased by Agents, when they use their throw move on you, keep pressing Square or Action and your character will get in midair, giving you time to escape.