Agility is a skill that takes lots of patience. The only place to train it is through Max at home. Just tele to "Gnome Agility" and you'll be there.
There's not too much to say other than be patient. Once you get around level 85 it takes up to 3 laps to get the required amount of xp till the next level. Below are some suggestions I have to make this a more enjoyable experience.
1) While training agility, go ahead and open another tab. Pull up something like youtube, so you can play music or other youtube videos while training, which makes the experience a lot more entertaining :)
I know, only 1 suggestion! If you have any more feel free to suggest one!