if you go through a recruitment agency, can you still go self employed?

If you get a job through a recuritment agency (ie they just search for jobs and maybe get a finder's fee) can you still get a self employed contract with companies or do they generally prefer LTD and umbrellas?

How much will an umbrella company cost?

The reason I ask is that Iread somewhere that if I went self employed, the recruitment agency would be liable to pay employer's NI, so they generally ask for LTD or umbrella candidates only.