The agents I use -- as cartoon characters and for the subtitles on my videos -- are based on Microsoft Agent software, the same used to display the irritating paper-clip Help Assistant in Office products. The characters can be moved around, speak with synthesized voices, and show cartoon word balloons.
I've been tempted to change this term to "avatar" or "cartoon character" but neither fits much better. "Avatar" carries its Hindu history and currently suggests a cyber-surrogate more than an independent character; "cartoon character" is fine, but agents are programmable software, not just animation cells, and can do things like respond to events.
Microsoft Agent software gives you the ability to make your own agents, but it is a huge amount of work -- creating pictures for each change in facial expression, and lip and body movement. The program I wrote to turn agents into actors (according to "screenplays" it reads) was more than enough work for a limited, virtual movie-making system.
Nowadays you'd be better off importing a character's 3D appearance into the world of a high-end video game with a popular software engine like Quake. If existing game characters fit your needs, you wouldn't even have to go that far -- you could act out scenes in a game, and record and dub them (see Machinima).