Agility is terrific. Here's my analogy (and it works well for terriers--I've got one)...think of a really smart kid who's bored in school and doesn't have anything to burn off energy. They get into mischief. But instead, give that bright kid a goal, challenge 'em, make them think, work them physically and mentally plus have rewards for success. Well, that is what agility does for you and your dog. You get a calmer, more focused, happier, healthier, and better behaved dog. You also become more of a team. And agility becomes a "job" for your dogs.
1. As others noted, your dogs need to be at least 1 year old (in some cases 15 months) before they can start doing obstacles or entered in trials. That's so the growth plates can close.
2. Take obedience training. You will need to have dogs that have strong sit-stays (for the start line), down-stays (for the pause table) and can operate off-leash (as all agility is done "naked" so you need a focused dog that comes on command and isn't easily distracted). So start with agility.
3. Find an agility instructor or club near you. Here's an EASY way to start. This coming weekend (June 14-15, 2008), there is an agility trial by the Orlando Dog Training Club. For more info, go here: http://www.odtc.org/
You want to attend the trial and ask people who are local "who would you recommend as a trainer? A place to train?" (because you'll want to find a good place that has AC in order to train in Florida during summer months). There are two good intro books on agility, one by Margaret Bonham, the other by Laurie Leach and both available on Amazon--start with one of those for a very basic introduction.
4. Start with flatwork. This agility without obstacles. Sounds boring...it isn't. www.cleanrun.com in their book section has some good stuff on flatwork. A good trainer will get you started on this. You learn about front and rear crosses, distance handling, flips, cues.
The single biggest mistake ALL beginners make is the desire to rush onto the equipment. If you get on the equipment before you learn how to handle your dog, you make your journey longer and may kill your dog's potential love for agility. Your ability to cue clearly and early and how positive and consistent you are in working with your dog determines how successful your dog will be. So early lessons and flatwork is critical before you ever move to obstacles.
If your terriers are under 1 year old, go to the Clean Run website and get back issues of their magazine from 2007. Specifically, you're looking for a series of articles by Nancy Gyes about the "Spy Kids." This involves articles about puppies that Nancy (coach of the US World Team) started working with before they were old enough to do obstacles. Stuff like...putting the dog on a blanket and pulling it. Or using a Buja Board. Or teaching directional commands. Or getting into tugging. All stuff you can do that will boost your agility success BEFORE you ever get on an obstacle. Great, great series.
Finally, get into teaching your dogs tricks. To do this, your dogs learn to focus on you, learn you are the source of fun and rewards, you learn how they learn, and many of the tricks set them up for agility. You'll also find that being clicker savvy helps train tricks (and a clicker is invaluable for agility training as well). So teaching tricks is a great start. Go here for examples of great tricks (Silvia Trkman is one of the best agility competitors in the world--she's from Slovenia): www.silvia.trkman.net