I consider myself the resident speed freak in my groups, which would translate to Ranger in Champions, Thief in Trine, Amazon in D2, Hunter in WoW and agility in the action RPGs (Fallout 3, Oblivion)
In my experience and opinion, the idea of the agility character is to get a balance between rechargeable resources (mana), expendable resources (ammo), and minimize the health lost to damage inflicted ratio, all typically done at range, outside the range of a majority of the scarier boss AoE's. All of which usually makes them strong solo players.
For me that usually means dumping skill into any multi-hit or multi-shot skill to make each piece of ammo count (as your reload or attack rate is usually heinous) and raising my crit so that the mandatory "Aimed Shot" skill does as much damage as possible. I wouldn't call them gimped per se, rather than developers haven't given them a role that can't be supplied by one of the other builds.