I've done some more tests on agility, using less rounded numbers. I now find that agility does give slightly diminishing returns to dodge rating. However, the effect is much less pronounced than it is for dodge rating. (Numbers are in the EJ thread linked a few posts up, I'll just summarize here.)
For example, my level 70 shaman gets 0.040485382080075 dodge % per point of agility with only +4 agility from gear. With 369 agility from gear, he gets 0.040444319810325 per point.
If my shaman got the same amount of dodge per agility at 369 agility as at 4 agility, he would gain only about .015% extra dodge. That's barely noticeable.
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