Go through a recruitment agency or not?

I contacted a recruitment agency regarding a job. I had a phone conversation with them, and a meeting, they also gave me a CV template. I didn't really have an clue how a recruitment agency worked, I thought the employer just paid them a flat fee to find suitable candidates for jobs. But a friend of mine told me I would be much better off contacting the company directly, as the recruitment company charge a commission. Does this commission come directly out of my wages? Will it lessen my chance of getting a job?

I don't really know what my best option is. The recruitment agency could guarantee me an interview, and it's a job I'm quite interested in, which pays higher than my current job. They are also a big multinational company. It's a job I could have easily found myself, as I knew the company were taking people on, it just happened to be an ad from the recruitment company I responded to. Overall the recruitment agency were very helpful, and I feel I would be kind of screwing them but going directly, but at the end of the day, I want whats best for me.

Thanks.