Or could it be that they're just doing a job, and care no more or less than the rest of us where they live? Either way, they have to live somewhere. But where?
Oddly, many estate agents rent their homes, waiting for the right property in the right place at the right price: they've already realised the profit on a previous house and are lurking as cash buyers ready to act quickly when they at last find what they want to purchase next.
My nationwide trawl failed to unearth a single estate agent living in a tree house, a windmill, or a folly of any description. Nor did any of them inhabit a council flat.
Though plenty of agents dealing with the grandest properties live in more modest circumstances themselves, their idea of commonplace accommodation is somewhat coloured by the world they move in at work.
And most of the managers in estate agencies, sensitive about the reputation of the profession, wouldn't let us near any of their staff, especially those who might display endearingly human qualities in their choice of home.
"It would put us in a poor light if you showed someone in a derelict property," said one agent I rang. "It might suggest we paid less than others in the business."
"Look," said another patiently, "people who become estate agents are interested in property. So they're not going to live in a squat, are they?"
"There's no one here living in a council flat, and if there was I wouldn't let them talk to you," was another blunt reply.
One agent gave the impression he lives on the front line in west London and, since he's dealing with homes costing up to pounds 9.5m, he was concerned that this might surprise some of his clients. (He lives round the corner from where I used to live - and I never thought I was slumming it.)
Scores fobbed us off with the "too-boring-to-bother-with" excuse, many came over coy either because of the luxury of their living quarters, or its squalor. One claimed that the subject of his own residence is a busman's holiday.
We're a nation obsessed with the notion of home ownership and improvement, and estate agents play a part in inciting us to covet property and increase the value of ours. Nonetheless few agents have any apparent appetite for DIY, claiming their hours are too long to incline them towards any home improvements after work. And if they were living in a tip perhaps they wouldn't want to admit it, even if it is (allegedly) going to be transformed in the next few months.
Yet one of the attractions of being an estate agent - and I admit I envy them terribly - is that it's a nosey parker's charter. You can waltz into people's houses when there's no one home and enjoy the overwhelming temptation of some superior snooping. And an alarming number of agents could be making themselves all too at home in other people's properties.
In a survey of the profession by the now defunct lads' magazine Stuff, a quarter of the 1,000 respondents admitted having sex in houses they'd been selling. It doesn't sound entirely convincing, but it makes good copy, especially when many of us have the sort of experience with estate agents which makes us prepared to believe the worst of them.
And, even if we don't believe this survey, scriptwriters do. In the recently released British film Bedrooms and Hallways, an estate agent called Jeremy has sex with his boyfriend in houses he has the keys to. And Pauline Quirke's bit on the side in the TV series Real Women was in the same line of business and up to the same tricks with her.
Whatever estate agents are or aren't up to in our bedrooms - or hallways - what are their own like? Here are five who were brave enough to show us ...
Conrad Payne A handsome listed Regency townhouse situated in one of the most prestigious private parks in Tunbridge Wells with views over farmland
Although he's been an estate agent for 10 years, and now runs the Tunbridge Wells office of Cluttons Daniel Smith, Conrad Payne has never owned his own place.
Indeed he hasn't really left home although, since he doesn't live with his parents, that's not how it feels to him. He has a self-contained two- bedroom flat in the Regency townhouse bought by his grandmother in 1964, different parts of which he has lived in as he grew up, while his parents were posted abroad.
Conrad and his grandmother have always lived under the same roof, and he's never felt inhibited by the arrangement. She, he says, even enjoys the sound of loud parties.
"Most people expect agents to have bought a property," he admits, "and it must be very unusual that I've managed to stay in the same house all my life." But he wouldn't be able to afford somewhere like this. "I can't think how people can afford to buy a house, frankly, and then there are carpets and curtains, and then the roof blows off. At times I'd love to have a little cottage in the middle of nowhere. But it's bliss not having to worry about whether I made a good buy."
Also unusually for a rented flat he's allowed a free hand to decorate it, and has taken up ideas from houses he has dealt with.
"I did an adult-education course for two months and practised a t home," says Conrad modestly. "It's reasonably traditional in parts but I've got a mural in the hallway, which was painted by a friend, and another mural in the bathroom." David Rosen A three-bedroom double-height west London duplex apartment with an abundance of volume and light. Own private patio and access to communal gardens
"Being an estate agent is all I've ever wanted to do," David Rosen declares. And it's what he's done for 20 years. As far as he knows, he's the only member of his profession to be made an honourary fellow of the Royal Institute of British Architects (RIBA).
"My friends are architects, designers and photographers and I am passionate about music, design and architecture," he says. "My flat certainly confounds the perception of estate agents, interior-wise." With his business partner David Jackson he runs Pilcher Hershman, specialising in commercial properties for media and design companies, the kind of private and corporate clients who share David's preoccupation with volume and light. "I'm always on the look out for odd and interesting space," he declares. "I can see the potential."
In the past few years he's diversified into residential, becoming involved in the loft scene "because of the nature of the buildings".
David's tastes in commercial and residential properties extend to his own choice and design of home, where high ceilings and big windows are essential. "This is a modernist environment because that's where my interests lie," he explains. His office is similar: "It's all the same vibe." The flat was very different when he found it five years ago, with a more "traditional" arrangement to the rooms.
His fiancee, Debra Bourne, who is a fashion editor, was responsible for creating the new look in the flat, assisted by friends who are architects. Their changes include opening up the lower ground floor into a huge, light living area with floor-to-ceiling doors.
David is aware that such changes "might limit the market. But it's a more discerning market. If it were for sale - and it's not - I think people would appreciate what we've done," he says optimistically.
Sue Overend Modern, detached property on small estate in Liverpool. Three good-size bedrooms. Fully fitted wardrobes. Garden to front, side and rear
Ten years ago Sue Overend and her husband Tony bought a new house in Bromborough on the Wirral. Sue had worked in sales for 10 years, before she became a negotiator with estate agents Thomson and Moulton in Liverpool last year.
She deals with people who come into the office to buy or sell a variety of properties - none of them like hers, which she bought directly from the builder. The family moved on a whim, says Sue, "because it was convenient, local and we could afford it".
They didn't have to do anything to it except build wardrobes and put up wallpaper on what were magnolia walls. "When we bought, it looked very smart but bland; now it's a family home. It might not be to everybody's taste, but I like the way it looks. I suppose it's comfortable but boring," she says.
The kitchen and bathrooms are as they were when they moved in. Two of her three children are living in the three-bedroom house. "It's not a bad size," Sue says, "but there are no distinguishing features, no arches or recesses, no cloakroom, no cupboard space. We were going to put in a fireplace but we can't afford it."
Theirs was the first house ready on the site, and they moved in before work was finished around them. "It was a mud bath," Sue recalls. The house cost pounds 54,000 and Sue reckons they could sell it for up to pounds 90,000. "Within six months it whizzed up and it has gone up and up ever since." Not that she has any plans to move: "I like the house. I'd love to extend the kitchen, but needs must."
Gareth Blackmore-Heke A nice family house in on a desirable estate in south London with original features
In 10 years, Gareth Blackmore-Heke, from Laine Toners, an independent agent in Clapham, London, has bought and done up a succession of six flats and houses in south London - and sold most of them within a week of putting them on the market.
"I can't stand living with other people's decor," he confesses. He's an avid and eclectic collector of antiques, especially Chinese, ranging from quirky to exquisite, and believes this helps attract people to his properties, although when he's decorating he bears in mind what makes commercial sense. "The kitchen and bathroom should be nice and simple," he advises.
"People round here will spend pounds 20,000 to pounds 30,000 on a kitchen without a backward glance, then someone else comes along and rips it out. But people will buy a personality house."
He's lived in his present home in the up-and-coming Furzedown area of Streatham for three and a half years - longer than anywhere else. It only took him 20 minutes to decide he wanted it.
"I liked the road, I liked the houses, it was the right price. And it's an emotional thing." This house was a repossession on probate, and it needed work: there was black and orange carpet and pink and green doors. "It helps having a brother who's a builder," Gareth admits, but he's prepared to live in what he calls a tip while his home takes the shape he wants.
When he has painted the stars and stripes on the floor, the house will be finished, completely renovated as, "a Clapham house in Streatham for people who can't afford Clapham".
It will have more than doubled in value, Gareth believes, "but I spent more than I should have done. I enjoy spending money on a house. Then when it's finished I get bored and want to move."
Nicholas Brown Stone-built part-thatched period cottage in a pretty rural Oxfordshire setting
An associate partner for Knight Frank responsible for country houses around Henley-on-Thames, Nicholas Brown has been an estate agent since 1983 and is keen to redress his profession's reputation for ceaseless wheeler-dealing.
"Everyone's too focused on making a quick buck," he asserts. "We should just be happy to have a nice house." But he admits he's particularly fussy where he lives: he and his wife Annie rented in villages round south Oxfordshire, waiting to find their ideal home. Almost three years ago they did, and as friends of the owner they were able to buy it privately.
The major snag was that it only had one bedroom. But they'd soon extended the house to become a three-bedroom cottage big enough for them and their four- and two-year-old sons.
Only just big enough. Nicholas's head reaches the beamed ceilings, but any compromise on space is more than compensated for by the benefits of country living. They've thrown themselves into village life: he plays in the local cricket team, and their immediate neighbours have children of similar ages.
More generally, it has, "a good location, great communications to London and Oxford, and is good for schools".
Since they bought, extended and decorated it - with "a bit of Colefax and Fowler" and some help from Annie's interior-designer father - the cottage has almost doubled in value. But Nicholas is the first to admit that his handy little profit has been "through luck rather than judgement"