Linking to other agents in you area on your website doesn't hurt you or hurt them.

People that are ingorant to what REALLY happens on the internet get all emotional when we bring it up. "If I put a link to their site then my clients will go there and use them....OHHHHH!!!!!

Relax. First, lets look at the link. Having links to every thing related to your area, including your competitors gives your site more relevance to the overall phrase