There are many reasons why listing with a real estate agent is a good idea. For one, they can most likely make up for their expense in higher rental rates, lower vacancy rates and less hassle due to incorrect leases or deposit issues.
Managing a rental is more complicated than many people think. You will need to draw up a rental inspection prior to the tenant moving in, handle background and credit checks, write leases, hold security deposits in seperate escrow accounts in many states, and handle late rent payments and possibly evictions. A good leasing agent/ property manager can handle all of this for you for a small percentage of the rental fee.
Shop around, fees are negotiable!