Skysurfer - for countries like Egypt, Jordan, India etc you must use an agent but not necessarily a local one. Countries like Belarus, Iraq, Oman, UAE, Russia and so on, you can contact directly with the CAA office.
People like me an VP8 have built up a good reputation with CAA offices world-wide so we know the tricks of trade inside out !
Although some permits are easy to obtain, it can become messy when making last minute changes so bear that in mind when deciding to use an agent or not. A $$$$ spent on an agent can make your job a whole lot easier. Sometimes though, a quick call to the CAA can resolve any last minute change. Iraq, Oman, Myanmar all very helpful.
Even European countries can be a challenge to secure overfly permits but if you have the right contacts, then it is a straight forward process.