You have to weigh up the benefits of membership to a group like the Romance Writers of America against the cost (time and money) of the membership. What do they offer exclusively to members? Manuscript assessments? Contract vetting? Timely industry news and information that will actually be useful to you? Reduced rates for conventions or festivals?
Make a list of pros and cons for each group you're thinking of joining, which will give you a better idea of whether it is worth it.
I'll do a series of articles on agents shortly, but the process is basically the same as submitting to publishers. Research the agents in your genre. Make a list of the ones who accept unsolicited submissions. Make a note of the authors they represent and look at those books to make sure you're not sending your work to someone who "never" considers that sort of thing (though "never say never"). Check their submission guidelines and follow them to the letter.