I have been in the same situation, as Lazydaisy said, once the agency knows that you are able to cope/not walk out they will continue to place you in these schools. The flip side is when you are good the schools will request you back.
I worked on supply for 3 years while I was doing my TTouch Training. There were a number of schools where the heads would come and speak to me at dinner break to check I was not going to walk out before the afternoon One of these was a failing school and the teacher was on long term sick. By the end of the day the head had offered me a long term placement to cover the illness. I had the 'toughest' class in the school, fights were quite common between the boys. I did enjoy it thoough, in the long run.
There was only one school I would not have gone back to. That was for a number of reasons, but mainly because of the lack of information/help from the other staff information on equipment etc, as well as challenging children. I told the agency this. Three weeks later there was a murder around the corner from that school
You also often find that because you can cope, they will put you in upper primary, as fewer supply teachers want to teach those year groups (this is what I found anyway)
Supply in one respect is easier. No parents evenings, staff meetings, subject co-ordination etc. One thing that helped me was I used to think at least I don't have to teach this class day in and day out. That helped me get through the day
You will have to be firm. If there is a particular school/class you do not want to teach, tell the agency. Or say that you only want to teach in them for a few days a month, or whatever you want it to be. However the three days that you are booked in for next week, I would do those as you have already agreed to those. Otherwise you could be seen as unreliable.
Good luck