AI agents are increasingly deployed in real-world applications, including systems such as Manus, OpenClaw, and coding agents. Existing research has primarily focused on server-side efficiency, proposing methods such as caching, speculative execution, traffic scheduling, and load balancing to reduce the cost of serving agentic workloads. However, as users increasingly construct agents by composing local tools, remote APIs, and diverse models, an equally important optimization problem arises on the client side. Client-side optimization asks how developers should allocate the resources available to them, including model choice, local tools, and API budget across pipeline stages, subject to application-specific quality, cost, and latency constraints. Because these objectives depend on the task and deployment setting, they cannot be determined by server-side systems alone. We introduce AgentOpt, the first framework-agnostic Python package for client-side agent optimization. We first study model selection, a high-impact optimization lever in multi-step agent pipelines. Given a pipeline and a small evaluation set, the goal is to find the most cost-effective assignment of models to pipeline roles. This problem is consequential in practice: at matched accuracy, the cost gap between the best and worst model combinations can reach 13-32x in our experiments. To efficiently explore the exponentially growing combination space, AgentOpt implements ten search algorithms, including UCB-E, UCB-E with Low-Rank Factorization, Arm Elimination, Epsilon-LUCB, Threshold Successive Elimination, and Bayesian Optimization. Across four benchmarks, UCB-E recovers near-optimal accuracy while reducing evaluation budget by 62-76\% relative to brute-force search. Code and benchmark results available at https://agentoptimizer.github.io/agentopt/.