After college I got a good "perma/temp" position through a recruiting agency that has given me good experience and decent pay/benefits. It's an indefinite position but is pretty decent hourly pay, a steady 40 hours a week with basic (but not great) benefits through my staffing agency. However I've been starting to receive contacts from other agencies who have offered to line me up with interviews for "better" jobs, with supposedly higher pay, better benefits, opportunities for advancement etc.. I've checked out a couple of the potential employers via Glassdoor and they really do seem like good opportunities.
Is it "improper" for me to provide a resume to other agencies and potentially field interviews for other positions, or should I be approaching my current agency about finding me other opportunities?