Our first helper came with glowing recommendations from a friend, however, that turned out to be a complete disaster. For our current helper (our second), we interviewed a couple of helpers who were referred to us by friends, but in the end settled for a lady we interviewed through an agency. Touch wood, she seems to be working out really well.
Like Southside852 mentioned, there are pros and cons to both methods. My husband just said it was, to an extent, luck of the draw with both methods as one person's perception/opinion as to how good a helper is can be very different to our own expectations and some helpers may not come across well in an interview but in fact are very good (and vice versa).
Our current helper was actually the first lady the agency sent through to us to see, and we both liked her immeidately, but were so put off after our experience with our first helper that we interviewed another 8 helpers or so before we finally went back to the first lady and offered her a contract.