I'm primary supply.
Some people deal with schools direct. There are now websites that help with that. I don't do it that way, because although the daily pay is much higher, I don't think enough local schools are willing to work that way.
I work for an agency. You can sign up for as many agencies as you like. However I find it much easier to just stick with the one that offers me the most work. The agency will sort out all the paperwork and schools for you.
Tell the agency honestly what you are looking for. Agencies are desperate for long term supply, and you can negotiate a slightly higher daily rate for doing so. However, as someone said above, it's not really any better work/life balance than being in a normal contract, unless you can manage to negotiate no planning (which I refuse to do long term, just means they'll force another teacher to do it for free). Some people only want to work with KS1, some aren't happy in EYFS, some only like KS2. Tell your agency which ones you're actually happy in. I work from FS1 to Y6, but when I first started supply I didn't really know anything about really young children. I had a great nursery nurse and FS1 class for a few days until I was comfortable. I also attended phonics training courses (in the end I ended up a an EYFS teacher and a Y1 class teacher for a few months each).
I find the pay very low. In some ways it's an excellent hourly rate, but there is usually next to no work before October half term and only a few days a week after May half term (though this autumn has been really busy for some reason). Between November and early May I'm usually booked 4.5-5 days a week. However that only work out at about £13000 a year, so I work about 10+ weeks of the year for a holiday camp company. Realistically, I'd be better of working elsewhere (I just can't decide where, I really like my job, I just don't earn enough). There is also no sick leave, annual leave and I don't earn enough for a work based pension.
Supply offers a great work life balance. I'm not required in school until 8.30am (although I try to arrive by 8.15 to the schools that start at 8.30). I usually manage to finish the marking and escape by 3.30-4pm (although there's been odd times I been there until 5.30pm marking).
You can choose which schools you are willing to work at (though there's only 3 I think I refuse) and over the years I must have been into around 200 schools. However the nice schools with compliant pupils don't normally need much supply. I spend a lot of time in the more challenging schools. Gives me plenty of work (because others refuse to go there), but behaviour can be a nightmare. I often get asked to become permanent staff and end up going back to those same schools again and again, but I know there's no way I'd handle those same kids day in and day out (though I actually really like most of them) . Also I work across I really wide area. I never usually know what county I will be in, let alone what city or school. You have to become good at stressed, rush hour driving to somewhere you've never been before. Usually also at finding teacher toilets, staffrooms (I rarely bother) and daily timetables. You rarely know where anything is, how to work the whiteboard or even where/who to collect of the playground.
I love my job. But I know lots of teachers can't handle the stresses of supply.