I'd guess that your contract was with the Managing Agent, and thus in the first instance this is who you should claim the money back from.
Sounds as though you are embarking on a difficult journey, might be best to find yourself a solicitor.
You claim off the landlord, as that's who the contract is generally with, letting agents just set them up.
Do a search on land registry for the Landlords addres., costs about £3 and will give you the landlords address. If you lose in court, you lose your own costs. No CCJ
EDIT: Could do with some more info really. What are you claiming back? Deposit? What were the circumstances etc. PM me if you don't want to put too much info on the forum, or put it here if you want.
Whats with all this sueing recently. This forum is becoming mini America.