As a locum who has exclusively been using agencies since qualifying, I don't even know where to start when trying to get work directly. I find that more options are there, and it suits the other party as they don't need to pay an agency fee as well. However, who are the coordinators that I should be contacting who deal with Scotland locums?
A quick suggestion, next time you work in any pharmacy have a casual talk with the seniormost dispensing staff and enquire who deals with booking locums and 99% chances you will have the right contact at hand.
A quick search in your area will find the small multiple groups from there it, as Shan says is quite easy to find the right names. Where abouts in Scotland are you I have a few group names up there that might be helpful if you want to pm me?
Problem is that you will annoy your agency if you go direct with one of their customers, and you probably have signed a contract that you won't do that. If e.g. they place you with Boots and the Co-op, approach independents or other multiples first, and slowly drop B and the C. After a year, you'll be able to approach B and the C directly. After all, the locum agencies are in it for the money as well.