<I have a unique situation that I haven't noticed being
talked about. I am a computer consultant, and being
such, I frequently change employers (I have so far
worked through agencies that find the jobs and then
pay me on an hourly W-2 basis). I am about to start a new
assignment, and the agency I will be with is offering a
401K. Should I sign up for it and take out the max, even
though there is no match?>

You probably cannot sign up for their 401K since you do not work for them. You work for the company that issues the W-2's. Unless you have just resigned from them and are a full-fledged employee of the company with the 401K.