So ad agencies being what they are. Should I convert my files to AdobeRGB before sending to my clients?
So, here's the thing...you simply can't assume ANYTHING...it'll come back to bite you and in the grand scheme of things, it's up to YOU professionally to save clients from themselves...
It all comes down to knowledge and experience. Do a test, ask the agency what version of Photoshop they are using. If more than 2 versions old, send sRGB.
Ask who handles the display profiling for the art directors, if they don't understand the question, send sRGB.
If they do profile the displays, ask what is there "standard RGB working space profile" in Photoshop. If they don't understand the question, send sRGB.
If they tell you that Adobe RGB is their standard RGB working space, send them Adobe RGB.
If you have a good working relationship and you know for an absolute fact they are color management savvy (and have their Photoshop Color Settings set to use embedded profile when opening) you could consider sending them Pro Photo RGB files. There are some advantages to converting from ProPhoto RGB vs Adobe RGB. Not a lot...cyan and yellow/orange might benefit from being converted from ProPhoto RGB instead of Adobe RGB. But if there is ANY question, use Adobe RGB.
The other thing you might consider is actually delivering final sized and output sharpened images in CMYK (and charging for the service).