*My book fits into a few categories, so the more the agents like all of them, the more likely they will be interested.*
I'm with ya on this one. It helps to narrow down your search to those who would be interested the most.
However, non-fiction stories tend to be divided among categories and fictional stories are divided (and subdivided) between genres.
The difference being, a cookbook written by a prize fighter would only be seen as a cookbook, regardless of how many wins the prizefighter had in his career - and a sci-fi/fantasy novel could be seen as sci-fi or fantasy.
You can narrow down your agent list by finding an agent that deals in all the categories your book fits into, but know that non-fiction agents will typically try to categorize your story according to the shelf they expect to find it on inside the bookstore and will only choose to judge it from that perspective.
Fictional agents deal in genres, so they aren't so much interested in what shelf your book will inhabit as they are the feel of your story. Star Wars is an excellent example, as it is really a fantasy novel (due to the aspect of The Force) but can be found in the sci-fi section of many stores.
Still, it would be nice to multi target non-fiction agents, as its nice to be able to pare down that ominous list of agents.