Lucy,
shooting action sports indoors is one of the hardest things you can do. Ask David Rameny and Jim Poor!! You have to have a fast enough shutter speed to stop the action and enough light to see black dogs as something other than blobs. That all adds up to: fast lenses, high ISOs, and excellent post-processing.
While I don't shoot a lot of agility, I do shoot a lot of Conformation candids indoors. In fact, I just finished shooting the American Rottweiler Club's National Specialty in Hollister, CA a few months ago and several people asked me to shoot candids. The venue was a dungeon! And that's another issue with indoor action photography -- the lighting varies from venue to venue. One of the worst places to shoot candids is Louisville which hosts some of the largest Conformation shows in the country.
Last year, I went there with Rowdy and shot him taking an Award of Merit at 10 years of age out of the Veterans Class. Here's a moving shot that demonstrates all the items on the list of mandatories for shooting indoor action.
Lens: 135mm F2.0. Exposure: F2.0 @ 1/350. ISO: 3,200. Image shot in RAW, processed in Photoshop CS3, Adobe Camera RAW. Noise control: Noise Ninja specifically calibrated for camera.
As you can see, with all of the above, I was barely able to stop the action. If I had been shooting Agility, I'd need at least one more stop of exposure for a black dog which means ISO 6,400 and lots of Noise Ninja.
If you're going to concentrate on action photography, I strongly suggest you practice at outdoor events which will minimize the technical issues you need to conquer at indoor events and let you focus on the action and the dogs. For that you'll need a good camera with decent frame/second burst rate (my 40D captures at 6.3 fps) and a good, sharp, fast lens -- the 70-200 F2.8 is ideal.
Shoot a few of those events and work out your technique. Personally, I'd stay away from indoor venues unless that's how you make your living.
Jim